List questions from stochastic-programming | MathQA

Translation equivariance of AV@R (average value at risk), proof

Published on 06 Nov 2020 - 0:40

if I have a random variable D, and a function G(x,D), then why when we define g(x) = E[G(x,D)] this holds: $g(x) = g(0) + \int_0^x g'(z) dz$

Published on 31 Mar 2021 - 7:33

Nested form of a stochastic optimization problem

Published on 10 Apr 2021 - 23:50

Stochastic Portfolio Optimization with Recourse

Published on 13 May 2022 - 15:26

Kalman Filtering the Vasicek Model, are there different Kalman Filters for the same application?

Published on 27 Dec 2022 - 13:56