Pages that link to "Item:Q681495"

The following pages link to Wait-and-judge scenario optimization (Q681495):

Displaying 19 items.

• Ergodic approach to robust optimization and infinite programming problems (Q2045190) (← links)
• A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
• Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities (Q2071967) (← links)
• Special issue: topics in stochastic programming (Q2118069) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
• A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints (Q2307539) (← links)
• The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
• On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty (Q2667503) (← links)
• Consistency of the Scenario Approach (Q4600842) (← links)
• (Q5053329) (← links)
• Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
• On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)
• Learning stability of partially observed switched linear systems (Q6550242) (← links)
• Scenario based optimisation over uncertain system identification models (Q6566768) (← links)
• A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria (Q6585393) (← links)
• Parametric scenario optimization under limited data: a distributionally robust optimization view (Q6600105) (← links)
• Regret optimal control for uncertain stochastic systems (Q6652201) (← links)
• Non-convex scenario optimization (Q6665391) (← links)