Pages that link to "Item:Q4637507"
From MaRDI portal
The following pages link to Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507):
Displaying 27 items.
- Estimation and asymptotics for buffered probability of exceedance (Q723976) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- Maximization of AUC and buffered AUC in binary classification (Q1739053) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
- Reliability optimization in plant production (Q2103763) (← links)
- Reliability optimization method alternative to bPOE (Q2103802) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Application of buffered probability of exceedance in reliability optimization problems (Q2215589) (← links)
- Shortest path network problems with stochastic arc weights (Q2230798) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Derivatives and subderivatives of buffered probability of exceedance (Q2294283) (← links)
- Higher-moment buffered probability (Q2329645) (← links)
- Gradients and subgradients of buffered failure probability (Q2670447) (← links)
- A new method of reliability optimization in the classical problem statement (Q2686650) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- Cardinality of Upper Average and Its Application to Network Optimization (Q4564778) (← links)
- On maximization of the expectation-to-deviation ratio of a random variable (Q4603050) (← links)
- (Q4636973) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
- Buffered-ranking intervals for virtual profit efficiency analysis (Q6090374) (← links)
- Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
- Developing a model for a modulating mirror fixed on active supports: stochastic model (Q6160557) (← links)
- Buffered and reduced multidimensional distribution functions and their application in optimization (Q6191974) (← links)
- Probability-of-failure-based optimization for random PDEs through concentration-of-measure inequalities (Q6621509) (← links)
