Tractable stochastic analysis in high dimensions via robust optimization (Q715242): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2041774785
@@ Property / OpenAlex ID: W2041774785 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Design for Multi-Item Auctions: A Robust Optimization Approach
+Normal rank
@@ Property / cites work @@
+Robust Queueing Theory
@@ Property / cites work: Robust Queueing Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of uncertain linear programs
@@ Property / cites work: Robust solutions of uncertain linear programs / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities
+Normal rank
@@ Property / cites work @@
+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q2725576
@@ Property / cites work: Q2725576 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
+Normal rank
@@ Property / cites work @@
+Robust discrete optimization and network flows
@@ Property / cites work: Robust discrete optimization and network flows / rank @@
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-parameter mechanism design and sequential posted pricing
+Normal rank
@@ Property / cites work @@
+The optimal mechanism for selling to a budget-constrained buyer
+Normal rank
@@ Property / cites work @@
+The complexity of theorem-proving procedures
@@ Property / cites work: The complexity of theorem-proving procedures / rank @@
+Normal rank
@@ Property / cites work @@
+Elements of Information Theory
@@ Property / cites work: Elements of Information Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
+Normal rank
@@ Property / cites work @@
+Programming of Interdependent Activities: II Mathematical Model
+Normal rank
@@ Property / cites work @@
+Linear Programming under Uncertainty
@@ Property / cites work: Linear Programming under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Q3844775
@@ Property / cites work: Q3844775 / rank @@
+Normal rank
@@ Property / cites work @@
+Revenue maximization with a single sample
@@ Property / cites work: Revenue maximization with a single sample / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-unit auctions with budget limits
@@ Property / cites work: Multi-unit auctions with budget limits / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Solutions to Least-Squares Problems with Uncertain Data
+Normal rank
@@ Property / cites work @@
+Robust Solutions to Uncertain Semidefinite Programs
+Normal rank
@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
+Normal rank
@@ Property / cites work @@
+Competitive auctions
@@ Property / cites work: Competitive auctions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5595646
@@ Property / cites work: Q5595646 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Analysis of General Queuing Networks by Decomposition
+Normal rank
@@ Property / cites work @@
+Optimal auction with financially constrained buyers
+Normal rank
@@ Property / cites work @@
+Q5811575
@@ Property / cites work: Q5811575 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional mechanism design: revenue maximization and the multiple-good monopoly
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Optimal Auction Design
@@ Property / cites work: Optimal Auction Design / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Algorithmic Game Theory
@@ Property / cites work: Algorithmic Game Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical calculation of stable densities and distribution functions
+Normal rank
@@ Property / cites work @@
+Optimal auctions with financially constrained buyers
+Normal rank
@@ Property / cites work @@
+On optimal single-item auctions
@@ Property / cites work: On optimal single-item auctions / rank @@
+Normal rank
@@ Property / cites work @@
+A Mathematical Theory of Communication
@@ Property / cites work: A Mathematical Theory of Communication / rank @@
+Normal rank
@@ Property / cites work @@
+A new reformulation-linearization technique for bilinear programming problems
+Normal rank
@@ Property / cites work @@
+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
+Normal rank
@@ Property / cites work @@
+Haggling over substitutes
@@ Property / cites work: Haggling over substitutes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3100563
@@ Property / cites work: Q3100563 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247097
@@ Property / cites work: Q4247097 / rank @@
+Normal rank