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Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria. (English) Zbl 07495082

Pardalos, Panos (ed.) et al., Mathematical optimization theory and operations research. 20th international conference, MOTOR 2021, Irkutsk, Russia, July 5–10, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12755, 221-234 (2021).
MSC:  90C15
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CVaR hedging in defaultable jump-diffusion markets. (English) Zbl 1479.91409

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 309-333 (2021).
MSC:  91G20 91G05 91G70
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