Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973): Difference between revisions

@@ Property / cites work @@
+Q5611351
@@ Property / cites work: Q5611351 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3818809
@@ Property / cites work: Q3818809 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of the empirical mean method in statistics and stochastic programming
+Normal rank
@@ Property / cites work @@
+On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
+Normal rank
@@ Property / cites work @@
+Method of empirical means in stochastic programming problems
+Normal rank
@@ Property / cites work @@
+Properties of empirical estimates in stochastic optimization and identification problems
+Normal rank
@@ Property / cites work @@
+On nonsmooth and discontinuous problems of stochastic systems optimization
+Normal rank
@@ Property / cites work @@
+Q3372251
@@ Property / cites work: Q3372251 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
+Normal rank
@@ Property / cites work @@
+Q4040713
@@ Property / cites work: Q4040713 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3775322
@@ Property / cites work: Q3775322 / rank @@
+Normal rank
@@ Property / cites work @@
+Problems on insurance of catastrophic risks
@@ Property / cites work: Problems on insurance of catastrophic risks / rank @@
+Normal rank
@@ Property / cites work @@
+Some proposals for stochastic facility location models
+Normal rank
@@ Property / cites work @@
+Q4524809
@@ Property / cites work: Q4524809 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
+Normal rank
@@ Property / cites work @@
+Learning equilibrium play: A myopic approach
@@ Property / cites work: Learning equilibrium play: A myopic approach / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimization Problems with Incomplete Information on Distribution Functions
+Normal rank
@@ Property / cites work @@
+A branch and bound method for stochastic global optimization
+Normal rank
@@ Property / cites work @@
+Q5439475
@@ Property / cites work: Q5439475 / rank @@
+Normal rank
@@ Property / cites work @@
+Insurability of catastrophic risks: the stochastic optimization model
+Normal rank
@@ Property / cites work @@
+Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
+Normal rank
@@ Property / cites work @@
+The class of polyhedral coherent risk measures
@@ Property / cites work: The class of polyhedral coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating reliability parameters under insufficient information
+Normal rank
@@ Property / cites work @@
+Q4195520
@@ Property / cites work: Q4195520 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671819
@@ Property / cites work: Q3671819 / rank @@
+Normal rank
@@ Property / cites work @@
+Control of spatially structured random processes and random fields with applications.
+Normal rank
@@ Property / cites work @@
+Coping with uncertainty. Modeling and policy issues. Selected papers based on the presentations at the workshop `Coping with uncertainty', Laxenburg, Austria, December 13--16,2004.
+Normal rank