QQ客服 官方微博 反馈留言

浏览/检索结果: 共7条，第1-7条 帮助 限定条件 发表日期：2017     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The distributionally robust complementarity problem 期刊论文 OPTIMIZATION METHODS & SOFTWARE, 2017, 卷号: 32, 页码: 650-668 作者:  Zhu, Lei;  Yu, Bo;  Xu, Liyan 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02 uncertain complementarity problem  distributionally robust optimization  joint chance constraint  bilinear matrix inequalities  constrained stochastic linear quadratic control  90C33  90C33  65K10   Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints 期刊论文 17th British-French-German Conference on Optimization, 2017, 卷号: 32, 页码: 770-789 作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 second-order dominance  probability discretization  Kantorovich metric  stabilityanalysis   CONVERGENCE ANALYSIS FOR MATHEMATICAL PROGRAMS WITH DISTRIBUTIONALLY ROBUST CHANCE CONSTRAINT 期刊论文 SIAM JOURNAL ON OPTIMIZATION, 2017, 卷号: 27, 页码: 784-816 作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02 distributionally robust chance constraint  approximation of ambiguity set  continuity of robust probability function  convergence analysis   DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO OPTIMIZATION WITH MOMENT CONSTRAINTS 期刊论文 SIAM JOURNAL ON OPTIMIZATION, 2017, 卷号: 27, 页码: 957-985 作者:  Liu, Yongchao;  Meskarian, Rudabeh;  Xu, Huifu 收藏  |  浏览/下载：19/0  |  提交时间：2019/12/02 reward-risk ratio  distributionally robust optimization  entropic risk measure  implicit Dinkelbach method   Primal-dual hybrid gradient method for distributionally robust optimization problems 期刊论文 OPERATIONS RESEARCH LETTERS, 2017, 卷号: 45, 页码: 625-630 作者:  Liu, Yongchao;  Yuan, Xiaoming;  Zeng, Shangzhi;  Zhang, Jin 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/03 Distributionally robust optimization  Discretization method  Primal-dual hybrid gradient  Moment conditions  Wasserstein metric   Allocating Distributed Generators for Resilient Distribution System Under Uncertain Probability Distribution of Natural Disasters 会议论文 作者:  Babaei, Sadra;  Zhao, Chaoyue;  Ding, Tao 收藏  |  浏览/下载：8/0  |  提交时间：2019/11/26 Distribution network  natural disaster  power system resilience  distributionally robust optimization   Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance 期刊论文 Applied Mathematics and Optimization, 2017, 页码: 1-23 作者:  Liu, Jia;  Chen, Zhiping;  Lisser, Abdel;  Xu, Zhujia 收藏  |  浏览/下载：3/0  |  提交时间：2019/11/26 Closed form solutions  Conditional Value-at-Risk  Portfolio selection  Risk measures  Robust optimization