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Stochastic comparison of parallel systems with log-Lindley distributed components

Chowdhury, Shovan; Kundu, Amarjit - In: Operations research letters 45 (2017) 3, pp. 199-205

Persistent link: https://www.econbiz.de/10011719275

Two-stage optimization problems with multivariate stochastic order constraints

Dentcheva, Darinka; Wolfhagen, Eli - In: Mathematics of operations research 41 (2016) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011448280

Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints

Dentcheva, Darinka; Martinez, Gabriela; Wolfhagen, Eli - In: Operations research 64 (2016) 6, pp. 1451-1465

Persistent link: https://www.econbiz.de/10011620703

Optimization with stochastic preferences based on a general class of scalarization functions

Noyan, Nilay; Rudolf, Gábor - In: Operations research 66 (2018) 2, pp. 463-486

Persistent link: https://www.econbiz.de/10011845995

Answer to an open problem about stochastic comparison of parallel systems with geometric components

Affouf, Mahmoud; Wang, Jiantian - In: Operations research letters 51 (2023) 2, pp. 176-178

Persistent link: https://www.econbiz.de/10014311848

Properties of stochastic arrangement increasing and their applications in allocation problems

Wei, Wei - In: Risks : open access journal 6 (2018) 2, pp. 1-12

There are extensive studies on the allocation problems in the field of insurance and finance. We observe that these studies, although involving different methodologies, share some inherent commonalities. In this paper, we develop a new framework for these studies with the tool of arrangement...

Persistent link: https://www.econbiz.de/10011866516

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

Optimal information blending with measurements in the L2 sphere

Defourny, Boris; Ryzhov, Ilya O.; Powell, Warren B. - In: Mathematics of operations research 40 (2015) 4, pp. 1060-1088

Persistent link: https://www.econbiz.de/10011409051

A risk averse approach to the capacity allocation problem in the airline cargo industry

Wada, Masato; Delgado, Felipe; Pagnoncelli, Bernardo K. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 643-651

Persistent link: https://www.econbiz.de/10011656840

Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems

Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10001657399