SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A General Projection Property for Distribution Families
14 references·0 citing·35 second hop
A General Projection Property for Distribution Families (2009)A General Projection Property for Distrib…Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (2011)Tight Bounds for Some Risk Me…Stochastic Programming (2010)Stochastic ProgrammingWorst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Worst-Case Conditional Value-…Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (2009)Percentile Optimization for M…ν -support vector machine as conditional value-at-risk minimization (2008)ν -support vector machine as …Robust Mean-Covariance Solutions for Stochastic Optimization (2007)Robust Mean-Covariance Soluti…On Distributionally Robust Chance-Constrained Linear Programs (2006)On Distributionally Robust Ch…A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions (2005)A Semidefinite Programming Ap…Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Worst-Case Value-At-Risk and …Optimization of conditional value-at-risk (2000)Optimization of conditional v…Stochastic Programming (1995)Stochastic ProgrammingTechnical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty (1977)Technical Note—Minimax Proced…Minimax procedure for a class of linear programs under uncertainty. (1977)Minimax procedure for a class…Minimax Theorems (1953)Minimax TheoremsDeterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Robust solutions of uncertain linear programs (1999)Data-driven chance constrained stochastic program (2015)Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Risk Aversion in the Small and in the Large (1964)Coherent Measures of Risk (1999)Distributionally Robust Markov Decision Processes (2012)Likelihood robust optimization for data-driven problems (2015)Robust Stochastic Optimization Made Easy with RSOME (2020)Global Portfolio Optimization (1992)Martingale Methods in Financial Modelling (1997)Robust Portfolio Selection Problems (2003)Distributionally Robust Optimization and Its Tractable Approximations (2010)60 Years of portfolio optimization: Practical challenges and current trends (2013)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Conditional value-at-risk for general loss distributions (2002)Robust portfolios: contributions from operations research and finance (2009)Robust risk measurement and model risk (2013)Twenty years of linear programming based portfolio optimization (2013)Studies in Mathematical Theory of Inventory and Production (1959)A Min-Max Solution of an Inventory Problem (2005)A distributionally robust perspective on uncertainty quantification and chance constrained programming (2015)Distributionally Robust Optimization: A review on theory and applications (2021)Chance-Constrained Programming (1959)Robust Convex Optimization (1998)Theory and Applications of Robust Optimization (2011)A Convex Optimization Approach to Distributionally Robust Markov Decision Processes With Wasserstein Distance (2017)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Robust control and model misspecification (2006)RISK MEASURES ON ORLICZ HEARTS (2009)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)
this work references cited by second hop

References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2010Stochastic Programming2,228 cited
  • 1995Stochastic Programming1,539 cited
  • 1953Minimax Theorems831 cited
  • 2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach663 cited
  • 2009Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management510 cited
  • 2006On Distributionally Robust Chance-Constrained Linear Programs509 cited
  • 2007Robust Mean-Covariance Solutions for Stochastic Optimization235 cited
  • 2009Percentile Optimization for Markov Decision Processes with Parameter Uncertainty222 cited
  • 2005A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions168 cited
  • 2011Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection139 cited
  • 2008ν -support vector machine as conditional value-at-risk minimization57 cited
  • 1977Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty56 cited
  • 1977Minimax procedure for a class of linear programs under uncertainty.44 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work