Pages that link to "Item:Q5161579"
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The following pages link to Lectures on Stochastic Programming: Modeling and Theory, Third Edition (Q5161579):
Displaying 27 items.
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Noisy zeroth-order optimization for non-smooth saddle point problems (Q2104286) (← links)
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems (Q2112678) (← links)
- Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
- Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation (Q2687737) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact (Q6060544) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (Q6072951) (← links)
- Risk filtering and risk-averse control of Markovian systems subject to model uncertainty (Q6080762) (← links)
- Exploiting the polyhedral geometry of stochastic linear bilevel programming (Q6086014) (← links)
- Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut (Q6096622) (← links)
- Risk-averse optimization of reward-based coherent risk measures (Q6098851) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
- (Q6137268) (← links)
- Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations (Q6165597) (← links)
- Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction (Q6166650) (← links)
- Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning (Q6167762) (← links)
- First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions (Q6188504) (← links)
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)