203 search results - page 5 / 41 » Second-Order Risk Constraints |
ECIS
2004
13 years 8 months ago
2004
Understanding consumer behavior is of vital importance to consumer oriented e-business models today. In this paper we report on a study into the relationships between consumer per...
MP
2002
13 years 7 months ago
2002
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
ICCS
2005
Springer
14 years 26 days ago
2005
Springer
: In the reliability-risk assessment, the second order reliability index method and the Conditional Expectation Monte Carlo (CEMC) simulation were interrelated as a new Level III a...
IJCAI
2007
13 years 8 months ago
2007
We investigate search problems under risk in statespace graphs, with the aim of finding optimal paths for risk-averse agents. We consider problems where uncertainty is due to the...
ANOR
2010
13 years 7 months ago
2010
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...