Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty (Q5085157): Difference between revisions

@@ Property / author @@
+Guang-Yu Li
@@ Property / author: Guang-Yu Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1287/moor.2021.1185
+Normal rank
@@ Property / OpenAlex ID @@
+W3212687838
@@ Property / OpenAlex ID: W3212687838 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Trust-Region Methods Based on Probabilistic Models
+Normal rank
@@ Property / cites work @@
+Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning
+Normal rank
@@ Property / cites work @@
+Stochastic optimization using a trust-region method and random models
+Normal rank
@@ Property / cites work @@
+Technical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation
+Normal rank
@@ Property / cites work @@
+Trust Region Methods
@@ Property / cites work: Trust Region Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Derivative-Free Optimization
@@ Property / cites work: Introduction to Derivative-Free Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Models of the Spiral-Down Effect in Revenue Management
+Normal rank
@@ Property / cites work @@
+Stochastic Methods for Composite and Weakly Convex Optimization Problems
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
+Normal rank
@@ Property / cites work @@
+A class of stochastic programs with decision dependent uncertainty
+Normal rank
@@ Property / cites work @@
+Complexity and global rates of trust-region methods based on probabilistic models
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+Decision-dependent probabilities in stochastic programs with recourse
+Normal rank
@@ Property / cites work @@
+Finite master programs in regularized stochastic decomposition
+Normal rank
@@ Property / cites work @@
+Q5444109
@@ Property / cites work: Q5444109 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic derivative-free optimization using a trust region framework
+Normal rank
@@ Property / cites work @@
+Derivative-free optimization methods
@@ Property / cites work: Derivative-free optimization methods / rank @@
+Normal rank
@@ Property / cites work @@
+Newsvendor-type models with decision-dependent uncertainty
+Normal rank
@@ Property / cites work @@
+Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
+Normal rank
@@ Property / cites work @@
+A practical inventory control policy using operational statistics
+Normal rank
@@ Property / cites work @@
+Distributionally robust optimization with decision dependent ambiguity sets
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Pre-disaster investment decisions for strengthening a highway network
+Normal rank
@@ Property / cites work @@
+Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank