Narrow search
Showing 1 - 7 of 7
Cover Image
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve; Küçükyavuz, Simge - In: Operations research letters 46 (2018) 3, pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Cover Image
Risk averse submodular utility maximization
Maehara, Takanori - In: Operations research letters 43 (2015) 5, pp. 526-529
Persistent link: https://www.econbiz.de/10011386462
Cover Image
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research letters 51 (2023) 3, pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Cover Image
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang; Küçükyavuz, Simge - In: Operations research letters 48 (2020) 3, pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Cover Image
A revised approach for risk-averse multi-armed bandits under CVaR criterion
Najakorn Khajonchotpanya; Xue, Yilin; Rujeerapaiboon, Napat - In: Operations research letters 49 (2021) 4, pp. 465-472
Persistent link: https://www.econbiz.de/10012649007
Cover Image
Socially responsible merchant operations : comparison of shutdown-averse CVaR and anticipated regret policies
Trivella, Alessio; Nadarajah, Selvaprabu - In: Operations research letters 49 (2021) 4, pp. 553-558
Persistent link: https://www.econbiz.de/10012649036
Cover Image
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar; Prashanth L. A.; Bhat, Sanjay P.; … - In: Operations research letters 47 (2019) 1, pp. 16-20
Persistent link: https://www.econbiz.de/10011991314