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  • Search: subject:"p-efficient points"
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Subject
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Theorie 4 Theory 4 Probability theory 3 Wahrscheinlichkeitsrechnung 3 Mathematical programming 2 Mathematische Optimierung 2 Risikomaß 2 Risk measure 2 Stochastic process 2 Stochastischer Prozess 2 p-efficient points 2 Binomial moments 1 Bundle methods 1 Bundling strategy 1 Conditional Value-at-Risk 1 Convexity 1 Duality 1 Gewerkschaft 1 Leistungsbündel 1 Measurement 1 Messung 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate quantiles 1 Multivariate risk measures 1 Network 1 Netzwerk 1 Portfolio selection 1 Portfolio-Management 1 Probabilistic constraints 1 Probability of union in Rn 1 Random variable 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic programming 1 Trade union 1
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Undetermined 4
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Lee, Jinwook 2 Prékopa, András 2 Ackooij, Wim van 1 Oliveira, Welington de 1 Sagastizábal, C. 1 Unuvar, Merve 1
Published in...
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Computers & operations research : and their applications to problems of world concern ; an international journal 1 European journal of operational research : EJOR 1 Operations research 1 Operations research letters 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Risk tomography
Prékopa, András; Lee, Jinwook - In: European journal of operational research : EJOR 265 (2018) 1, pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
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Computing the probability of union in the image-dimensional Euclidean space for application of the multivariate quantile : image-level efficient points
Lee, Jinwook - In: Operations research letters 45 (2017) 3, pp. 242-247
Persistent link: https://www.econbiz.de/10011719314
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Probabilistic optimization via approximate p-efficient points and bundle methods
Ackooij, Wim van; Oliveira, Welington de; Sagastizábal, C. - In: Computers & operations research : and their … 77 (2017), pp. 177-193
Persistent link: https://www.econbiz.de/10011630935
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Single commodity stochastic network design under probabilistic constraint with discrete random variables
Prékopa, András; Unuvar, Merve - In: Operations research 63 (2015) 6, pp. 1512-1527
Persistent link: https://www.econbiz.de/10011422614
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