References in zbMATH (referenced in 23 articles )

Showing results 1 to 20 of 23.
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  1. Jordan, Jeremy D.; Uryasev, Stan: Shortest path network problems with stochastic arc weights (2021)
  2. Zrazhevsky, G. M.; Golodnikov, A. N.; Uryasev, S. P.; Zrazhevsky, A. G.: Application of buffered probability of exceedance in reliability optimization problems (2020)
  3. Grechuk, Bogdan; Zabarankin, Michael: Regression analysis: likelihood, error and entropy (2019)
  4. Kuzmenko, Viktor; Uryasev, Stan: Kantorovich-Rubinstein distance minimization: application to location problems (2019)
  5. Zrazhevsky, G.; Golodnikov, A.; Uryasev, S.: Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case) (2019)
  6. Grechuk, Bogdan; Zabarankin, Michael: Direct data-based decision making under uncertainty (2018)
  7. Pavlikov, Konstantin; Uryasev, Stan: CVaR distance between univariate probability distributions and approximation problems (2018)
  8. Shang, Danjue; Kuzmenko, Victor; Uryasev, Stan: Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (2018)
  9. Goldberg, Lisa R.; Mahmoud, Ola: Drawdown: from practice to theory and back again (2017)
  10. Gotoh, Jun-ya; Uryasev, Stan: Support vector machines based on convex risk functions and general norms (2017)
  11. Grechuk, Bogdan; Zabarankin, Michael: Sensitivity analysis in applications with deviation, risk, regret, and error measures (2017)
  12. Gotoh, Jun-ya; Uryasev, Stan: Two pairs of families of polyhedral norms versus (\ell_p)-norms: proximity and applications in optimization (2016)
  13. Grechuk, Bogdan; Zabarankin, Michael: Inverse portfolio problem with coherent risk measures (2016)
  14. Chen, Wei: Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (2015)
  15. Boyko, Nikita; Karamemis, Gulver; Kuzmenko, Viktor; Uryasev, Stan: Sparse signal reconstruction: LASSO and cardinality approaches (2014)
  16. Espinoza, Daniel; Moreno, Eduardo: A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (2014)
  17. Filomena, Tiago P.; Lejeune, Miguel A.: Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (2014)
  18. Pavlikov, Konstantin; Uryasev, Stan: CVaR norm and applications in optimization (2014)
  19. Rockafellar, R. T.; Royset, J. O.; Miranda, S. I.: Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (2014)
  20. Tsyurmasto, Peter; Zabarankin, Michael; Uryasev, Stan: Value-at-risk support vector machine: stability to outliers (2014)

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