On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes (Q2832894): Difference between revisions

@@ Property / describes a project that uses @@
+PATH Solver
@@ Property / describes a project that uses: PATH Solver / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963333308
@@ Property / OpenAlex ID: W2963333308 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1457
@@ Property / arXiv ID: 1402.1457 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
+Normal rank
@@ Property / cites work @@
+On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
+Normal rank
@@ Property / cites work @@
+Q5504853
@@ Property / cites work: Q5504853 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-time analysis of the multiarmed bandit problem
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+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 @@
+Data-driven robust optimization
@@ Property / cites work: Data-driven robust optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+Weak Sharp Minima in Mathematical Programming
@@ Property / cites work: Weak Sharp Minima in Mathematical Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Accelerated schemes for a class of variational inequalities
+Normal rank
@@ Property / cites work @@
+Models of the Spiral-Down Effect in Revenue Management
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Complementarity problems in GAMS and the PATH solver
+Normal rank
@@ Property / cites work @@
+Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
+Normal rank
@@ Property / cites work @@
+Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
+Normal rank
@@ Property / cites work @@
+Q4692329
@@ Property / cites work: Q4692329 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Robust delay-constrained routing in telecommunications
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Two-stage network constrained robust unit commitment problem
+Normal rank
@@ Property / cites work @@
+Solving variational inequalities with Stochastic Mirror-Prox algorithm
+Normal rank
@@ Property / cites work @@
+Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques
+Normal rank
@@ Property / cites work @@
+The Multi-Armed Bandit Problem: Decomposition and Computation
+Normal rank
@@ Property / cites work @@
+Equilibrium models and variational inequalities.
@@ Property / cites work: Equilibrium models and variational inequalities. / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+Robust network design: Formulations, valid inequalities, and computations
+Normal rank
@@ Property / cites work @@
+An optimal method for stochastic composite optimization
+Normal rank
@@ Property / cites work @@
+Adaptation and tracking in system identification - a survey
+Normal rank
@@ Property / cites work @@
+Weak Sharp Solutions of Variational Inequalities
@@ Property / cites work: Weak Sharp Solutions of Variational Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Iterative learning control for deterministic systems
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Q3491338
@@ Property / cites work: Q3491338 / rank @@
+Normal rank
@@ Property / cites work @@
+Acceleration of Stochastic Approximation by Averaging
+Normal rank
@@ Property / cites work @@
+Robust Approximation to Multiperiod Inventory Management
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2832894