Pages that link to "Item:Q5317522"
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The following pages link to Optimal Inequalities in Probability Theory: A Convex Optimization Approach (Q5317522):
Displaying 50 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- On distributional robust probability functions and their computations (Q297175) (← links)
- On Markov-Krein characterization of the mean waiting time in \(M/G/K\) and other queueing systems (Q383205) (← links)
- Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization (Q427378) (← links)
- The truncated Stieltjes moment problem solved by using kernel density functions (Q442700) (← links)
- On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- Almost robust discrete optimization (Q666949) (← links)
- Robust linear optimization under general norms. (Q703272) (← links)
- Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (Q828647) (← links)
- Moment bounds for truncated random variables (Q842962) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- Stochastic 0-1 linear programming under limited distributional information (Q935201) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- A semidefinite programming approach to the generalized problem of moments (Q995783) (← links)
- Moments of first passage times in general birth-death processes (Q1006554) (← links)
- A Striktpositivstellensatz for measurable functions (Q1012389) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- Global optimization of robust chance constrained problems (Q1029686) (← links)
- The submodular knapsack polytope (Q1040079) (← links)
- Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
- Robust chance-constrained support vector machines with second-order moment information (Q1639215) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Vehicle routing with probabilistic capacity constraints (Q1651706) (← links)
- High-probability minimax probability machines (Q1699630) (← links)
- A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (Q1704920) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- Supermodular covering knapsack polytope (Q1751131) (← links)
- Polyhedral results for a class of cardinality constrained submodular minimization problems (Q1751219) (← links)
- A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
- Robust sample average approximation (Q1785199) (← links)
- Robust binary optimization using a safe tractable approximation (Q1785400) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- On safe tractable approximations of chance constraints (Q1926690) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- Analysis of transient queues with semidefinite optimization (Q1935509) (← links)
- Semidefinite program duals for separable polynomial programs involving box constraints (Q1985290) (← links)
- Distributionally robust scheduling on parallel machines under moment uncertainty (Q1991203) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- Small deviations of sums of independent random variables (Q2010615) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- A geometric branch and bound method for robust maximization of convex functions (Q2052396) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Distributionally robust maximum probability shortest path problem (Q2075464) (← links)
- A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Probability estimation via policy restrictions, convexification, and approximate sampling (Q2097639) (← links)
