Pages that link to "Item:Q932208"

The following pages link to Handling CVaR objectives and constraints in two-stage stochastic models (Q932208):

Displaying 36 items.

• Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
• Solving generation expansion planning problems with environmental constraints by a bundle method (Q373184) (← links)
• Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• A risk-averse stochastic program for integrated system design and preventive maintenance planning (Q666964) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Sample average approximation of expected value constrained stochastic programs (Q957332) (← links)
• A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
• Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
• A mean-risk mixed integer nonlinear program for transportation network protection (Q1681354) (← links)
• New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
• A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal (Q1744484) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
• Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
• A risk-averse approach for the planning of a hybrid energy system with conventional hydropower (Q2026961) (← links)
• Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
• A risk-averse two-stage stochastic programming model for a joint multi-item capacitated line balancing and lot-sizing problem (Q2171582) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205) (← links)
• Dynamic CVAR with multi-period risk problems (Q2392648) (← links)
• Effective location models for sorting recyclables in public management (Q2514790) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• The Minimum Spanning <i>k</i>-Core Problem with Bounded CVaR Under Probabilistic Edge Failures (Q3186660) (← links)
• Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application (Q5087740) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)