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Search: subject:"Risk-averse optimization"
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Mathematical programming
12
Mathematische Optimierung
12
Risikoaversion
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Risk aversion
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Risk-averse optimization
10
Stochastic process
10
Stochastischer Prozess
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Risk measure
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Dynamische Optimierung
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Monte Carlo sampling
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Estimation theory
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risk-averse optimization
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Allocation
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Allokation
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Ganzzahlige Optimierung
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Importance sampling
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Integer programming
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Monte-Carlo-Simulation
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Risk averse optimization
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Stochastic dual dynamic programming
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coherent risk measures
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stochastic programming
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Kozmík, Václav
2
Audet, Charles
1
Bayraksan, Güzin
1
Bigeon, Jean
1
Büyüktahtakın, İ. Esra
1
Chicoisne, Renaud
1
Collado, Ricardo
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Collado, Ricardo A.
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Couderc, Romain
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Guastaroba, Gianfranco
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Guigues, Vincent
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Kargar, Kamyar
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Kokkolaras, Michael
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Lei, Xiao
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Mahmutoğulları, Ali İrfan
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Mansini, Renata
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Meisel, Stephan
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Milz, Johannes
1
Moazeni, Somayeh
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Mohabbati-Kalejahi, Nasrin
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Ogryczak, Włodzimierz
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Ordóñez, Fernando
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Patel, Bhumi P.
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Priekule, Laura
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Rahimian, Hamed
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Shapiro, Alexander
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Shen, Siqian
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Song, Yongjia
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Speranza, Maria Grazia
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Surowiec, Thomas M.
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Vinel, Alexander
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Yin, Xuecheng
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Computers & operations research : and their applications to problems of world concern ; an international journal
3
European journal of operational research : EJOR
3
Computational Management Science
1
Computational Management Science : CMS
1
Computational Optimization and Applications
1
INFORMS journal on computing : JOC
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Journal of the Operational Research Society
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Les cahiers du GERAD
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
13
RePEc
2
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1
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
Saved in:
2
Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
Saved in:
3
COVID-19 : data-driven optimal allocation of ventilator supply under uncertainty and risk
Yin, Xuecheng
;
Büyüktahtakın, İ. Esra
;
Patel, Bhumi P.
- In:
European journal of operational research : EJOR
304
(
2023
)
1
,
pp. 255-275
Persistent link: https://www.econbiz.de/10013454186
Saved in:
4
Risk parity : An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses
Mohabbati-Kalejahi, Nasrin
;
Vinel, Alexander
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10014332139
Saved in:
5
Risk-averse hub location : formulation and solution approach
Kargar, Kamyar
;
Mahmutoğulları, Ali İrfan
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013343263
Saved in:
6
Resource allocation for contingency planning : an inexact proximal bundle method for stochastic optimization
Moazeni, Somayeh
;
Collado, Ricardo A.
- In:
European journal of operational research : EJOR
291
(
2021
)
3
,
pp. 1008-1023
Persistent link: https://www.econbiz.de/10012495389
Saved in:
7
Algorithms for a risk-averse Stackelberg game with multiple adversaries
Chicoisne, Renaud
;
Ordóñez, Fernando
- In:
Computers & operations research : and their …
160
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014434467
Saved in:
8
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
9
Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
Saved in:
10
Risk-averse stochastic path detection
Collado, Ricardo
;
Meisel, Stephan
;
Priekule, Laura
- In:
European journal of operational research : EJOR
260
(
2017
)
1
,
pp. 195-211
Persistent link: https://www.econbiz.de/10011697728
Saved in:
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