Pages that link to "Item:Q5704241"

The following pages link to A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions (Q5704241):

Displaying 47 items.

• Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
• On distributional robust probability functions and their computations (Q297175) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• A novel probabilistic formulation for locating and sizing emergency medical service stations (Q492857) (← links)
• Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
• Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria (Q927588) (← links)
• Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
• Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
• Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
• Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
• Capacitated disassembly scheduling under stochastic yield and demand (Q1744511) (← links)
• On the distribution-free newsboy problem with some non-skewed demands (Q1785632) (← links)
• Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
• Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Bootstrap robust prescriptive analytics (Q2089765) (← links)
• Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions (Q2173799) (← links)
• Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
• A survey of decision making and optimization under uncertainty (Q2241216) (← links)
• Two-sided probability bound for a symmetric unimodal random variable (Q2290386) (← links)
• Multi-class time reliability-based congestion pricing model based on a degradable transportation network (Q2290526) (← links)
• Robust inventory financing model with partial information (Q2336241) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
• Coordinating the supply chain in the agricultural seed industry (Q2456431) (← links)
• Distributionally robust chance constraint with unimodality-skewness information and conic reformulation (Q2670497) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• The distribution-free newsboy problem and the demand skew (Q2806440) (← links)
• Worst-case robust design optimization under distributional assumptions (Q2894842) (← links)
• Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
• Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
• The Discrete Moment Problem with Nonconvex Shape Constraints (Q4994156) (← links)
• Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
• Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
• Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
• Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
• DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization (Q5382573) (← links)
• Convex Optimal Uncertainty Quantification (Q5501231) (← links)
• Robust Actuarial Risk Analysis (Q5742897) (← links)
• Distortion risk measure under parametric ambiguity (Q6096640) (← links)
• Distributionally robust Weber problem with uncertain demand (Q6175466) (← links)
• A distributional Farkas' lemma and moment optimization problems with no-gap dual semi-definite programs (Q6542453) (← links)
• Distributionally robust optimization using optimal transport for Gaussian mixture models (Q6640177) (← links)