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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
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The graphs summarize 54 occurrences of 32 keywords
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Results
Found 206 publication records. Showing 206 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
76 | Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza |
Conditional value at risk and related linear programming models for portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 152(1), pp. 227-256, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance |
70 | Rüdiger Schultz, Stephan Tiedemann |
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 105(2-3), pp. 365-386, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Mean-risk models, Mixed-integer optimization, Stochastic programming, Conditional value-at-risk |
60 | Sen Qin |
Log-optimal portfolio models with risk control of VaR and CVaR using genetic algorithms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GEC Summit ![In: Proceedings of the first ACM/SIGEVO Summit on Genetic and Evolutionary Computation, GEC Summit 2009, Shanghai, China, June 12-14, 2009, pp. 941-944, 2009, ACM, 978-1-60558-326-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
log-optimal portfolio model, genetic algorithm, value-at-risk, conditional value-at-risk, risk control |
53 | Kapil Agrawal |
Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSE ![In: Proceedings of the 11th IEEE International Conference on Computational Science and Engineering, CSE 2008, São Paulo, SP, Brazil, July 16-18, 2008, pp. 319-326, 2008, IEEE Computer Society, 978-0-7695-3193-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Multivariate distribution, Multi-objective Evolutionary Algorithm, Portfolio Optimization, NSGA-II, Copula, Value-at-Risk, Conditional Value-at-Risk, Extreme Value Theory, conditional expectation |
45 | Nilay Noyan, Andrzej Ruszczynski |
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 114(2), pp. 249-275, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Disjunctive cuts, Stochastic programming, Valid inequalities, Conditional value at risk, Stochastic dominance |
45 | Marina Resta, Stefano Santini |
Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MCO ![In: Modelling, Computation and Optimization in Information Systems and Management Sciences, Second International Conference, MCO 2008, Metz, France - Luxembourg, September 8-10, 2008. Proceedings, pp. 264-272, 2008, Springer, 978-3-540-87476-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Supply Side, Energy Management, Robust Optimization, Conditional Value at Risk |
43 | Hai Lan, Barry L. Nelson, Jeremy Staum |
A confidence interval for tail conditional expectation via two-level simulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007, pp. 949-957, 2007, WSC, 1-4244-1306-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
42 | Gang Lu, Fushuan Wen, Chi Yung Chung 0001, Kit Po Wong |
Conditional Value-at-Risk based mid-term generation operation planning in electricity market environment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Congress on Evolutionary Computation ![In: Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore, pp. 2745-2750, 2007, IEEE, 978-1-4244-1339-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
39 | Adam Krzemienowski |
Risk preference modeling with conditional average: an application to portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 165(1), pp. 67-95, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Quantile risk measures, Portfolio optimization, Preference modeling, Experimental analysis, Stochastic dominance |
39 | Min Jiang, Qiying Hu, Zhiqing Meng |
A Method on Solving Multiobjective Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science ![In: Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part IV, pp. 923-930, 2004, Springer, 3-540-22129-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
CVaR, Pareto efficient solutions, Loss functions, Credit risk |
38 | Min Jiang, Zhiqing Meng, Qiying Hu |
A Neural Network Model on Solving Multiobjective Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2004, International Symposium on Neural Networks, Dalian, China, August 19-21, 2004, Proceedings, Part II, pp. 1000-1006, 2004, Springer, 3-540-22843-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
CVaR, Pareto efficient solutions, Loss functions, Credit risk |
34 | Soumyadip Ghosh |
A rate result for simulation optimization with conditional value-at-risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008, pp. 615-620, 2008, WSC, 978-1-4244-2708-6. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
31 | Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky |
29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Applications of Stochastic Programming ![In: Applications of Stochastic Programming, pp. 609-631, 2005, SIAM, 978-0-89871-555-2. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
29 | Marc Rigter, Paul Duckworth, Bruno Lacerda, Nick Hawes |
Lexicographic Optimisation of Conditional Value at Risk and Expected Value for Risk-Averse Planning in MDPs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2110.12746, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
29 | Rashed Khanjani Shiraz, Madjid Tavana, Hirofumi Fukuyama |
A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 24(22), pp. 17167-17186, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
29 | Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman |
A sequential elimination approach to value-at-risk and conditional value-at-risk selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017, pp. 2324-2335, 2017, IEEE, 978-1-5386-3428-8. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
29 | L. Jeff Hong, Zhaolin Hu, Liwei Zhang |
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INFORMS J. Comput. ![In: INFORMS J. Comput. 26(2), pp. 385-400, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
29 | L. Jeff Hong, Zhaolin Hu, Guangwu Liu |
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACM Trans. Model. Comput. Simul. ![In: ACM Trans. Model. Comput. Simul. 24(4), pp. 22:1-22:37, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
29 | So Yeon Chun, Alexander Shapiro 0001, Stan Uryasev |
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 60(4), pp. 739-756, 2012. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
29 | Rainer Göb |
Estimating value at risk and conditional value at risk for count variables. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Qual. Reliab. Eng. Int. ![In: Qual. Reliab. Eng. Int. 27(5), pp. 659-672, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
29 | L. Jeff Hong, Guangwu Liu |
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011, pp. 95-107, 2011, IEEE, 978-1-4577-2108-3. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
29 | Lihua Sun, L. Jeff Hong |
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 38(4), pp. 246-251, 2010. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
|
29 | Lihua Sun, L. Jeff Hong |
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009, pp. 415-422, 2009, IEEE, 978-1-4244-5770-0. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
29 | Yuri M. Ermoliev |
Two-Stage Stochastic Programming: Quasigradient Method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Encyclopedia of Optimization ![In: Encyclopedia of Optimization, Second Edition, pp. 3955-3959, 2009, Springer, 978-0-387-74758-3. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Two-stage stochastic programming problem, Dynamic two-stage stochastic programming problem, Safety constraints, Anticipation, Stochastic decomposition, Conditional-value-at-risk, Learning and adaptation |
29 | Vladimir Boginski, Clayton W. Commander, Timofey Turko |
Polynomial-time identification of robust network flows under uncertain arc failures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Optim. Lett. ![In: Optim. Lett. 3(3), pp. 461-473, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Minimum Cost Flow problems, Quantitative risk measures, Linear programming, Network flows, Robust optimization, Conditional Value-at-Risk |
29 | Jason Cong, John Lee 0002, Lieven Vandenberghe |
Robust gate sizing via mean excess delay minimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPD ![In: Proceedings of the 2008 International Symposium on Physical Design, ISPD 2008, Portland, Oregon, USA, April 13-16, 2008, pp. 10-14, 2008, ACM, 978-1-60558-048-7. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
robust gate sizing, process variation, geometric programming, conditional value-at-risk |
29 | Turan G. Bali, Panayiotis Theodossiou |
A conditional-SGT-VaR approach with alternative GARCH models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 151(1), pp. 241-267, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
GARCH models, Skewed generalized t distribution, Expected shortfall, Conditional value at risk |
29 | R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin |
Generalized deviations in risk analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 51-74, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
deviation measures, coherent risk measures, Risk management, portfolio optimization, value-at-risk, convex analysis, conditional value-at-risk |
26 | Grazyna Trzpiot, Alicja Ganczarek |
Value at Risk Using the Principal Components Analysis on the Polish Power Exchange. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GfKl ![In: From Data and Information Analysis to Knowledge Engineering, Proceedings of the 29th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Magdeburg, March 9-11, 2005, pp. 550-557, 2005, Springer, 978-3-540-31313-7. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
26 | Tahereh Khodamoradi, Maziar Salahi |
Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. ![In: Comput. Stat. 38(2), pp. 1023-1040, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi |
Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Appl. Decis. Sci. ![In: Int. J. Appl. Decis. Sci. 16(2), pp. 237-254, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Liao Wang, David D. Yao |
Production Planning with Risk Hedging Under a Conditional Value at Risk Objective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 71(4), pp. 1055-1072, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Margaret P. Chapman, Michael Fauß, Kevin M. Smith |
On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(6), pp. 3720-3727, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Masako Kishida, Masaaki Nagahara |
Risk-Aware Maximum Hands-Off Control Using Worst-Case Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(10), pp. 6353-6360, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Masako Kishida, Ahmet Cetinkaya |
Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(1), pp. 416-423, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Kevin M. Smith, Margaret P. Chapman |
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Control. Syst. Technol. ![In: IEEE Trans. Control. Syst. Technol. 31(6), pp. 2555-2570, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr |
Bi-objective risk-averse facility location using a subset-based representation of the conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.06511, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras |
Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICRA ![In: IEEE International Conference on Robotics and Automation, ICRA 2023, London, UK, May 29 - June 2, 2023, pp. 7937-7943, 2023, IEEE, 979-8-3503-2365-8. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Andre Nuñez, Felix H. Kong, Alberto González-Cantos, Robert Fitch |
Risk-Aware Stochastic Ship Routing Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IROS ![In: IROS, pp. 10543-10550, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Xuru Yang, Han Gao, Pingping Zhu, Chang Liu |
Risk-Aware Motion Planning for Very-Large-Scale Robotics Systems Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIRA (7) ![In: Intelligent Robotics and Applications - 16th International Conference, ICIRA 2023, Hangzhou, China, July 5-7, 2023, Proceedings, Part VII, pp. 513-525, 2023, Springer, 978-981-99-6497-0. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | José Almeida 0002, João P. Soares, Fernando Lezama, Zita A. Vale |
Robust Energy Resource Management Incorporating Risk Analysis Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 10, pp. 16063-16077, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
24 | Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin |
Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 67(12), pp. 6521-6536, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
24 | Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras |
Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2209.12842, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
24 | Masako Kishida |
Risk-Aware Event- and Self-Triggered Controls by Worst-Case Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CDC ![In: 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022, pp. 2961-2966, 2022, IEEE, 978-1-6654-6761-2. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
24 | Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr |
Bi-objective Risk-averse Facility Location using a Subset-based Representation of the Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICORES ![In: Proceedings of the 11th International Conference on Operations Research and Enterprise Systems, ICORES 2022, Online Streaming, February 3-5, 2022., pp. 77-85, 2022, SCITEPRESS, 978-989-758-548-7. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
24 | Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin |
Risk-sensitive safety analysis using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2101.12086, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
24 | Kevin M. Smith, Margaret P. Chapman |
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2108.01771, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
24 | Vijaya Dixit, Manoj Kumar Tiwari |
Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 285(1), pp. 9-33, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
24 | E. Ruben van Beesten, Ward Romeijnders |
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 181(2), pp. 473-507, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
24 | Liu Su, Changhyun Kwon |
Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Transp. Sci. ![In: Transp. Sci. 54(1), pp. 184-203, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
24 | Ujjwal Murarka, Vishakha Sinha, Lakshman S. Thakur, Manoj Kumar Tiwari |
Multiple criteria risk averse model for multi-product newsvendor problem using conditional value at risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Inf. Sci. ![In: Inf. Sci. 478, pp. 595-605, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
24 | Ravi Kumar Kolla, Prashanth L. A., Krishna P. Jagannathan |
Risk-aware Multi-armed Bandits Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1901.00997, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
24 | |
Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1909.09703, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
24 | Wen Song, Donghun Kang, Jie Zhang 0002, Hui Xi |
Risk-Aware Proactive Scheduling via Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAAI ![In: Proceedings of the Thirty-Second AAAI Conference on Artificial Intelligence, (AAAI-18), the 30th innovative Applications of Artificial Intelligence (IAAI-18), and the 8th AAAI Symposium on Educational Advances in Artificial Intelligence (EAAI-18), New Orleans, Louisiana, USA, February 2-7, 2018, pp. 6278-6285, 2018, AAAI Press. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
24 | Drew P. Kouri, Thomas M. Surowiec |
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Optim. ![In: SIAM J. Optim. 26(1), pp. 365-396, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
24 | Parth Shah, Navindran Davendralingam, Daniel A. DeLaurentis |
A conditional value-at-risk approach to risk management in system-of-systems architectures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SoSE ![In: 10th System of Systems Engineering Conference, SoSE 2015, San Antonio, TX, USA, May 17-20, 2015, pp. 457-462, 2015, IEEE, 978-1-4799-7611-9. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
24 | Chung-Chi Hsieh, Yu-Ting Lu |
Risk-embedded Bayesian acceptance sampling plans via conditional value-at-risk with Type II censoring. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 65(4), pp. 551-560, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
24 | Martin Sutter, Michael Schermann, Stefan Hoermann 0003, Helmut Krcmar |
Calculating the conditional value at risk in IS projects: towards a single measure of project risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECIS ![In: 19th European Conference on Information Systems, ECIS 2011, Helsinki, Finland, June 9-11, 2011, pp. 167, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP BibTeX RDF |
|
24 | Hisashi Kashima |
Risk-Sensitive Learning via Minimization of Empirical Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEICE Trans. Inf. Syst. ![In: IEICE Trans. Inf. Syst. 90-D(12), pp. 2043-2052, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
24 | Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev |
Credit risk optimization with Conditional Value-at-Risk criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 89(2), pp. 273-291, 2001. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
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22 | Huifu Xu, Dali Zhang |
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 119(2), pp. 371-401, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 90C15, 65K05, 91B28 |
18 | Ashish Cherukuri |
Sample average approximation of conditional value-at-risk based variational inequalities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Optim. Lett. ![In: Optim. Lett. 18(2), pp. 471-496, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
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18 | Chia-Yen Lee, Yen-Wen Chen |
Reinforcement Learning With Data Envelopment Analysis and Conditional Value-At-Risk for the Capacity Expansion Problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Engineering Management ![In: IEEE Trans. Engineering Management 71, pp. 6469-6480, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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18 | Congzheng Liu, Wenqi Zhu |
Newsvendor conditional value-at-risk minimisation: A feature-based approach under adaptive data selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 313(2), pp. 548-564, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
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18 | Zhao-Rong Lai, Cheng Li, Xiaotian Wu, Quanlong Guan, Liangda Fang |
Multitrend Conditional Value at Risk for Portfolio Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Neural Networks Learn. Syst. ![In: IEEE Trans. Neural Networks Learn. Syst. 35(2), pp. 1545-1558, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
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18 | Andres Mauricio Molina Barreto, Naoyuki Ishimura |
Remarks on a copula-based conditional value at risk for the portfolio problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 30(3), pp. 150-170, July/September 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
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18 | Yajaira Cardona-Valdés, Samuel Nucamendi-Guillén, Luis A. Ricardez-Sandoval |
A capacitated lot-sizing problem in the industrial fashion sector under uncertainty: a conditional value-at-risk framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 61(21), pp. 7181-7197, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
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18 | Dongjin Lee, Boris Kramer |
Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Reliab. Eng. Syst. Saf. ![In: Reliab. Eng. Syst. Saf. 235, pp. 109208, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
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18 | Sundar Ganesh, Fabio Nobile |
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Phys. ![In: J. Comput. Phys. 495, pp. 112523, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito |
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 20(1), pp. 12, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Dohyeong Kim, Songhwai Oh |
TRC: Trust Region Conditional Value at Risk for Safe Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.00344, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Dohyeong Kim, Songhwai Oh |
Efficient Off-Policy Safe Reinforcement Learning Using Trust Region Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.00342, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Lucas Monteiro Paes, Ananda Theertha Suresh, Alex Beutel, Flávio P. Calmon, Ahmad Beirami |
Multi-Group Fairness Evaluation via Conditional Value-at-Risk Testing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.03867, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Yuen-Man Pun, Farhad Farokhi, Iman Shames |
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.09411, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Alaa Eddine Chriat, Chuangchuang Sun |
Wasserstein Distributionally Robust Control Barrier Function using Conditional Value-at-Risk with Differentiable Convex Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.08700, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Marwa Thabet, Brahim Hnich, Mouhebeddine Berrima |
Investigating, quantifying and controlling the co-location attack's conditional value at risk of VM placement strategies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Future Gener. Comput. Syst. ![In: Future Gener. Comput. Syst. 149, pp. 464-477, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Isabella Bianchini, Alexander Sauer, Lea Bitterolf |
Industrial Energy Flexibility Scheduling Based on Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT EUROPE ![In: IEEE PES Innovative Smart Grid Technologies Europe, ISGT EUROPE 2023, Grenoble, France, October 23-26, 2023, pp. 1-5, 2023, IEEE, 979-8-3503-9678-2. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Dohyeong Kim, Songhwai Oh |
Efficient Off-Policy Safe Reinforcement Learning Using Trust Region Conditional Value At Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Robotics Autom. Lett. ![In: IEEE Robotics Autom. Lett. 7(3), pp. 7644-7651, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
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18 | Dohyeong Kim, Songhwai Oh |
TRC: Trust Region Conditional Value at Risk for Safe Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Robotics Autom. Lett. ![In: IEEE Robotics Autom. Lett. 7(2), pp. 2621-2628, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
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18 | Astghik Hakobyan, Insoon Yang |
Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Robotics ![In: IEEE Trans. Robotics 38(2), pp. 939-957, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Chengyang Ying, Xinning Zhou, Hang Su 0006, Dong Yan, Ning Chen 0002, Jun Zhu 0001 |
Towards Safe Reinforcement Learning via Constraining Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2206.04436, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Sundar Ganesh, Fabio Nobile |
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2210.03485, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Avinash N. Madavan, Nathan Dahlin, Subhonmesh Bose, Lang Tong |
Conditional Value at Risk-Sensitive Solar Hosting Capacity Analysis in Distribution Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.09096, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Dongjin Lee, Boris Kramer |
Bi-fidelity conditional-value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.03133, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Dongjin Lee, Boris Kramer |
Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2212.02728, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Ashish Cherukuri |
Sample Average Approximation of Conditional Value-at-risk based Variational Inequalities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2208.11403, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Zhijian He |
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 298(1), pp. 229-242, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Stefano Nasini, Martine Labbé, Luce Brotcorne |
Multi-market portfolio optimization with conditional value at risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 300(1), pp. 350-365, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Roy Karasik, Osvaldo Simeone, Hyeryung Jang, Shlomo Shamai Shitz |
Learning to Broadcast for Ultra-Reliable Communication With Differential Quality of Service via the Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Commun. ![In: IEEE Trans. Commun. 70(12), pp. 8060-8074, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Yan Tu, Hongwei Shi, Xiaoyang Zhou, Benjamin Lev |
Optimal trade-off of integrated river basin water resources allocation considering water market: A bi-level multi-objective model with conditional value-at-risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 169, pp. 108160, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Jin-Ping Zhang, Ke-Ming Zhang |
Portfolio Selection Optimization with Hierarchical Fuzzy Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSDM ![In: Fuzzy Systems and Data Mining VIII - Proceedings of FSDM 2022, Virtual Event, 4-7 November 2022., pp. 233-239, 2022, IOS Press, 978-1-64368-346-1. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Ali Alameer, Khaled Alshehri |
Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CCTA ![In: IEEE Conference on Control Technology and Applications, CCTA 2022, Trieste, Italy, August 23-25, 2022, pp. 1208-1213, 2022, IEEE, 978-1-6654-7338-5. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Anand Deo, Karthyek Murthy, Tirtho Sarker |
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Winter Simulation Conference, WSC 2022, Singapore, December 11-14, 2022, pp. 891-902, 2022, IEEE, 978-1-6654-7661-4. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Chengyang Ying, Xinning Zhou, Hang Su 0006, Dong Yan, Ning Chen 0002, Jun Zhu 0001 |
Towards Safe Reinforcement Learning via Constraining Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCAI ![In: Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence, IJCAI 2022, Vienna, Austria, 23-29 July 2022., pp. 3673-3680, 2022, ijcai.org. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Yang Liu 0209, Tianyu Liu 0001, Shusen He |
Coordination and Optimization of CCHP Microgrid Group Game Based on the Interaction of Electric and Thermal Energy Considering Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 9, pp. 88664-88673, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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18 | Ang Xuan, Xinwei Shen 0001, Qinglai Guo, Hongbin Sun 0002 |
A Conditional Value-at-Risk Based Planning Model for Integrated Energy System with Energy Storage and Renewables. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2104.10862, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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18 | Mathieu Godbout, Maxime Heuillet, Sharath Chandra, Rupali Bhati, Audrey Durand |
CARL: Conditional-value-at-risk Adversarial Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2109.09470, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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18 | Roy Karasik, Osvaldo Simeone, Hyeryung Jang, Shlomo Shamai |
Learning to Broadcast for Ultra-Reliable Communication with Differential Quality of Service via the Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2112.02007, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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18 | Avinash N. Madavan, Subhonmesh Bose |
A Stochastic Primal-Dual Method for Optimization with Conditional Value at Risk Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Optim. Theory Appl. ![In: J. Optim. Theory Appl. 190(2), pp. 428-460, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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18 | Wei Li 0173, Mi Xiao, Akhil Garg 0002, Liang Gao 0001 |
A New Approach to Solve Uncertain Multidisciplinary Design Optimization Based on Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans Autom. Sci. Eng. ![In: IEEE Trans Autom. Sci. Eng. 18(1), pp. 356-368, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
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