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The class of (p,q)-spherical distributions with an extension of the sector and circle number functions

Richter, Wolf-Dieter - In: Risks : open access journal 5 (2017) 3

the Box–Muller simulation method. In passing, we prove an extension of the sector and circle number functions. …

Persistent link: https://www.econbiz.de/10011687875

Sample out-of-sample inference based on Wasserstein distance

Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013

Persistent link: https://www.econbiz.de/10012546913

Modeling uncertainty of expert elicitation for use in risk-based optimization

Teter, Michael D.; Royset, Johannes O.; Newman, Alexandra M. - 2019

Persistent link: https://www.econbiz.de/10012116215

Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality

Gao, Rui - In: Operations research 71 (2023) 6, pp. 2291-2306

Persistent link: https://www.econbiz.de/10014445041

Inequality-minimization with a given public budget

König, Johannes; Schröder, Carsten - 2016

We solve the problem of a social planner who seeks to minimize inequality via transfers with a fixed public budget in a …

Persistent link: https://www.econbiz.de/10011513031

Inequality-minimization with a given public budget

König, Johannes; Schröder, Carsten - In: Journal of economic inequality 16 (2018) 4, pp. 607-629

Persistent link: https://www.econbiz.de/10012055170

Bridging k-sum and CVaR optimization in MILP

Filippi, Carlo; Ogryczak, Włodzimierz; Speranza, Maria … - In: Computers & operations research : and their … 105 (2019), pp. 156-166

Persistent link: https://www.econbiz.de/10011997088

Robust Approximation to Chance-Constrained Binary Programming Using Non-Parametric Density Information

Xu, Liang; Xu, Zhou; Long, Daniel Zhuoyu; Zhang, Chao - 2021

A chance-constrained binary program (CCBP) is a general optimization problem over binary decision variables restricted by a chance constraint, which ensures that a constraint with uncertain coefficients can be violated only up to a given probability threshold. Despite its wide applications, the...

Persistent link: https://www.econbiz.de/10014088666

Stochastic dominance efficiency tests under diversification

Kuosmanen, Timo - 2001

Persistent link: https://www.econbiz.de/10001584125

Mean-VaR portfolio optimization : a nonparametric approach

Lwin, Khin T.; Qu, Rong; MacCarthy, Bart - In: European journal of operational research : EJOR 260 (2017) 2, pp. 751-766

Persistent link: https://www.econbiz.de/10011699174