Pages that link to "Item:Q973997"
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The following pages link to Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997):
Displaying 40 items.
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems (Q683724) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems (Q1681261) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (Q1983737) (← links)
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem (Q2018108) (← links)
- Two-stage stochastic variational inequalities: theory, algorithms and applications (Q2033981) (← links)
- Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities (Q2086937) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems (Q2316620) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- On complexity of multistage stochastic programs under heavy tailed distributions (Q2661635) (← links)
- A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
- STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS (Q2868188) (← links)
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (Q3114613) (← links)
- Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations (Q4620415) (← links)
- A Hybrid Newton Method for Stochastic Variational Inequality Problems and Application to Traffic Equilibrium (Q5012885) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
- On Feasibility of Sample Average Approximation Solutions (Q5116547) (← links)
- A new method to build confidence regions for solutions of stochastic variational inequalities (Q5495600) (← links)
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities (Q5737725) (← links)
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (Q5737728) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721) (← links)
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
- Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)
- Sample average approximation of conditional value-at-risk based variational inequalities (Q6191978) (← links)
