Robustness in stochastic programs with risk constraints
Year of publication: |
2012
|
---|---|
Authors: | Dupačová, Jitka ; Kopa, Milos |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 55-74
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Robustes Verfahren | Robust statistics |
-
Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip, (2019)
-
The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos, (2019)
-
Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan, (2017)
- More ...
-
Special issue on: "The 12th international conference on computational management science"
Kopa, Milos, (2017)
-
Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications
Agakishiev, Ilyas, (2023)
-
A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion
Post, Thierry, (2016)
- More ...