Pages that link to "Item:Q1231444"

The following pages link to Stochastic convex programming: basic duality (Q1231444):

Displaying 27 items.

• Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
• Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928) (← links)
• Stochastic growth with irreversible investment (Q909567) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• An extension of the usual model in statistical decision theory with applications to stochastic optimization problems (Q1145430) (← links)
• Inequalities in completely convex stochastic programming (Q1146111) (← links)
• Stochastic convex programming: Kuhn-Tucker conditions (Q1232360) (← links)
• Measures as Lagrange multipliers in multistage stochastic programming (Q1243226) (← links)
• Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Projection and discretization methods in stochastic programming (Q1893962) (← links)
• Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting) (Q2131202) (← links)
• An evolutionary finance model with short selling and endogenous asset supply (Q2143907) (← links)
• Multiplier stabilization applied to two-stage stochastic programs (Q2275276) (← links)
• Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
• Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
• Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
• Near optimal solutions to least-squares problems with stochastic uncertainty (Q2504621) (← links)
• Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
• Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
• (Q3491317) (← links)
• (Q3778548) (← links)
• Approximation-exact penalty function method for solving a class of stochastic programming (Q4658052) (← links)
• Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
• Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
• (Q5389861) (← links)
• (Q5687689) (← links)