Asymptotic analysis for a stochastic semidefinite programming (Q2661609): Difference between revisions

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-.1016/j.orl.2020.12.008
@@ Property / DOI: 10.1016/j.orl.2020.12.008 / rank @@
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+Q4503250
@@ Property / cites work: Q4503250 / rank @@
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+Sensitivity analysis for nonsmooth generalized equations
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+Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
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+Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
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+Strongly Regular Generalized Equations
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+Constraint Nondegeneracy in Variational Analysis
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+Asymptotic properties of statistical estimators in stochastic programming
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+Asymptotic analysis of stochastic programs
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+Sensitivity analysis of generalized equations
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+Statistical inference of semidefinite programming
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+Lectures on Stochastic Programming
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+The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
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+Distributionally Robust Convex Optimization
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+Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
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+SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
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+Statistical Inference of Second-Order Cone Programming
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+Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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@@ Property / DOI @@
+.1016/J.ORL.2020.12.008
@@ Property / DOI: 10.1016/J.ORL.2020.12.008 / rank @@
+Normal rank