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4 documents ordered by : Date Title first author name document type Submit date

Parametric multi-attribute utility functions for optimal profit under risk constraints Seck B., Andrieu L., De Lara M. Theory and Decision 72, 2 (2012) 257-271 [hal-00654574 - version 1]

Gradient-based simulation optimization under probability constraints Andrieu L., Cohen G., Vázquez-Abad F. European Journal of Operational Research 212, 2 (2011) 345-351 [hal-00676427 - version 1]

Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions Andrieu L., De Lara M., Seck B. [hal-00390836 - version 1] (18/06/2009)

Stochastic Programming with Probability Constraints Andrieu L., Cohen G., Vázquez-Abad F. [hal-00166149 - version 1] (01/08/2007)