Search Results - "Distributionally robust"

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  1. 1
    A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure

    A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure by Yu, H., Sun, Jie, Wang, Y.

    Published 2021
    Subjects: Get full text
  2. 2
    Cvar-Based Robust Models For Portfolio Selection

    Cvar-Based Robust Models For Portfolio Selection by Sun, Y., Aw, E.L.G., Li, Bin, Teo, Kok Lay, Sun, Jie

    Published 2020
    Subjects: Get full text
  3. 3
    Robust Stochastic Optimization With Convex Risk Measures: A Discretized Subgradient Scheme

    Robust Stochastic Optimization With Convex Risk Measures: A Discretized Subgradient Scheme by Yu, H., Sun, Jie

    Published 2021
    Subjects: Get full text
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