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On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
Chapman, Margaret P., Faus, Michael, Smith, Kevin M.
Published in IEEE transactions on automatic control (01.06.2023)
Published in IEEE transactions on automatic control (01.06.2023)
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Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit
Chen, Jianxin, Zhang, Tonghua, Zhou, Yong-wu
Published in Mathematics and computers in simulation (01.03.2021)
Published in Mathematics and computers in simulation (01.03.2021)
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Fuel cell preventive maintenance in an electricity market with Hydrogen storage and Scenario-Based risk management
Sadeghian, Omid, Mohammadpour Shotorbani, Amin, Mohammadi-Ivatloo, Behnam, Ghassemzadeh, Saeid
Published in Sustainable energy technologies and assessments (01.01.2024)
Published in Sustainable energy technologies and assessments (01.01.2024)
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Compositional risk capital allocations: Compositional risk capital allocations
Fiori, Anna Maria, Rosazza Gianin, Emanuela
Published in Statistical methods & applications (01.05.2025)
Published in Statistical methods & applications (01.05.2025)
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Optimal Management of an Energy Storage Unit in a PV-Based Microgrid Integrating Uncertainty and Risk
Tavakkoli, Mehdi, Pouresmaeil, Edris, Godina, Radu, Vechiu, Ionel, Catalão, João P. S.
Published in Applied sciences (01.01.2019)
Published in Applied sciences (01.01.2019)
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Robust Novelty Detection via Worst Case CVaR Minimization
Wang, Yongqiao, Dang, Chuangyin, Wang, Shouyang
Published in IEEE transaction on neural networks and learning systems (01.09.2015)
Published in IEEE transaction on neural networks and learning systems (01.09.2015)
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Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
Sengupta, Raghu Nandan, Kumar, Rakesh
Published in Foundations of computing and decision sciences (01.02.2017)
Published in Foundations of computing and decision sciences (01.02.2017)
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Optimization of discrete broadcast under uncertainty using conditional value-at-risk
Kammerdiner, Alla, Sprintson, Alex, Pasiliao, Eduardo, Boginski, Vladimir
Published in Optimization letters (01.01.2014)
Published in Optimization letters (01.01.2014)
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Bi-objective facility location under uncertainty with an application in last-mile disaster relief
Nazemi, Najmesadat, Parragh, Sophie N., Gutjahr, Walter J.
Published in Annals of operations research (01.12.2022)
Published in Annals of operations research (01.12.2022)
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Medium-term energy hub management subject to electricity price and wind uncertainty
Najafi, Arsalan, Falaghi, Hamid, Contreras, Javier, Ramezani, Maryam
Published in Applied energy (15.04.2016)
Published in Applied energy (15.04.2016)
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