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Optimal path problems with second-order stochastic dominance constraints
Nie, Yu; Wu, Xing; Homem-de-Mello, Tito - In: Networks and spatial economics : a journal of … 12 (2012) 4, pp. 561-587
Persistent link: https://www.econbiz.de/10009710834
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Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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Bi-objective multi-mode project scheduling under risk aversion
Gutjahr, Walter J. - In: European journal of operational research : EJOR 246 (2015) 2, pp. 421-434
Persistent link: https://www.econbiz.de/10011338132
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Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Milz, Johannes; Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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Stochastic programming bilevel models for service provision with a balancing coordinator
Pisciella, Paolo; Gaivoronski, Alexei A. - In: IMA journal of management mathematics 28 (2017) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10011690495
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Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Chen, Xin; Gao, Xiangyu - In: Operations research 67 (2019) 5, pp. 1321-1327
Persistent link: https://www.econbiz.de/10012107775
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Standard stochastic dominance
Post, Thierry - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1009-1020
Persistent link: https://www.econbiz.de/10011412504
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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392