de Oliveira, Welington Risk-averse stochastic programming and distributionally robust optimization via operator splitting. (English) Zbl 1484.90053 Set-Valued Var. Anal. 29, No. 4, 861-891 (2021). MSC: 90C15 90C17 90C25 PDFBibTeX XMLCite \textit{W. de Oliveira}, Set-Valued Var. Anal. 29, No. 4, 861--891 (2021; Zbl 1484.90053) Full Text: DOI
van Ackooij, Wim A discussion of probability functions and constraints from a variational perspective. (English) Zbl 1467.90028 Set-Valued Var. Anal. 28, No. 4, 585-609 (2020). MSC: 90C15 PDFBibTeX XMLCite \textit{W. van Ackooij}, Set-Valued Var. Anal. 28, No. 4, 585--609 (2020; Zbl 1467.90028) Full Text: DOI
Pflug, Georg Ch.; Pohl, Mathias A review on ambiguity in stochastic portfolio optimization. (English) Zbl 1416.90026 Set-Valued Var. Anal. 26, No. 4, 733-757 (2018). MSC: 90C15 91G10 PDFBibTeX XMLCite \textit{G. Ch. Pflug} and \textit{M. Pohl}, Set-Valued Var. Anal. 26, No. 4, 733--757 (2018; Zbl 1416.90026) Full Text: DOI