Stochastic Optimization Problems with Incomplete Information on Distribution Functions
From MaRDI portal
Recommendations
Cited in
(47)- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- Bounding separable recourse functions with limited distribution information
- Stochastic optimization on Bayesian nets
- Nonsmooth-optimization methods in problems of stochastic programming
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
- Time consistent multi-period worst-case risk measure in robust portfolio selection
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems
- Applying the minimax criterion in stochastic recourse programs
- Applications of stochastic programming under incomplete information
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- A statistical generalized programming algorithm for stochastic optimization problems
- Algorithms for the solution of stochastic dynamic minimax problems
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance
- Estimating reliability parameters under insufficient information
- A constrained optimum experimental design problem for model discrimination with a continuously varying factor
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Sensors and Information in Optimization Under Stochastic Uncertainty
- A class Of stochastic optimization problems with application to selective data editing
- Process flexibility: a distribution-free bound on the performance of k-chain
- K-minimax stochastic programming problems
- scientific article; zbMATH DE number 3934782 (Why is no real title available?)
- Linearization methods for optimization of functionals which depend on probability measures
- scientific article; zbMATH DE number 3962950 (Why is no real title available?)
- scientific article; zbMATH DE number 3980965 (Why is no real title available?)
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Una clase de problemas de decision bajo incertidumbre parcial
- Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias
- Partitioning the parameter domain in a Chebyshev extremal problem
- Methods of finding optimal submeasures (characterization of solutions)
- scientific article; zbMATH DE number 1026453 (Why is no real title available?)
- Systemic risk and security management
- Robust decisions under risk for imprecise probabilities
- A measure approximation for distributionally robust PDE-constrained optimization problems
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
- Methods of finding optimal submeasures (characterization of solutions)
- Optimization and identification of stochastic systems
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
- Robust optimization of a procurement and routing strategy for multiperiod multimodal transport in an uncertain environment
- Generalized robust optimization using the notion of set-valued probability
- Distributionally robust optimization
- Mean and variance optimization of non-linear systems and worst-case analysis
- Polyhedral coherent risk measures and investment portfolio optimization
- Stochastic programming approach to optimization under uncertainty
This page was built for publication: Stochastic Optimization Problems with Incomplete Information on Distribution Functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3701317)
