Pages that link to "Item:Q867427"

The following pages link to Integrated chance constraints: reduced forms and an algorithm (Q867427):

Displaying 45 items.

• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
• Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
• Stochastic receding horizon control with output feedback and bounded controls (Q445037) (← links)
• An infeasible-point subgradient method using adaptive approximate projections (Q461434) (← links)
• A novel probabilistic formulation for locating and sizing emergency medical service stations (Q492857) (← links)
• Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
• Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Almost robust discrete optimization (Q666949) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
• Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• ALM models based on second order stochastic dominance (Q1616799) (← links)
• On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
• Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
• Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
• An ALM model for pension funds using integrated chance constraints (Q1958618) (← links)
• The stochastic programming heritage of Maarten van der Vlerk (Q1989718) (← links)
• On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
• A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting (Q1989738) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• On relations between chance constrained and penalty function problems under discrete distributions (Q2392789) (← links)
• An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
• Alternate risk measures for emergency medical service system design (Q2430620) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
• Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
• A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
• Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
• Stochastic programming problems with generalized integrated chance constraints (Q3165906) (← links)
• The Minimum Spanning <i>k</i>-Core Problem with Bounded CVaR Under Probabilistic Edge Failures (Q3186660) (← links)
• A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
• Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
• (Q3604331) (← links)
• Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
• An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
• Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
• Optimal production decision for a risk‐averse manufacturer faced with random yield and stochastic demand (Q6069768) (← links)
• A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
• Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network (Q6114926) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)