Pages that link to "Item:Q3643498"
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The following pages link to Lectures on Stochastic Programming (Q3643498):
Displayed 50 items.
- A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867) (← links)
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment (Q486936) (← links)
- The optimal harvesting problem under price uncertainty (Q490173) (← links)
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks (Q490355) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Regularized optimization methods for convex MINLP problems (Q518454) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
- Easy distributions for combinatorial optimization problems with probabilistic constraints (Q614036) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Robust conjugate duality for convex optimization under uncertainty with application to data classification (Q631700) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
- Robust duality for generalized convex programming problems under data uncertainty (Q654075) (← links)
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs (Q662860) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- A cutting plane projection method for bi-level area traffic control optimization with uncertain travel demand (Q669373) (← links)
- Spectral projected gradient method for stochastic optimization (Q670658) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems (Q683724) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- On \(L^{r}\) hypoellipticity of solutions with compact support of the Cauchy-Riemann equation (Q741293) (← links)
- Level bundle-like algorithms for convex optimization (Q743968) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Two-stage stochastic variational inequality arising from stochastic programming (Q779877) (← links)
- On the resolution of misspecified convex optimization and monotone variational inequality problems (Q782913) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Construction of confidence absorbing set for analysis of static stochastic systems (Q827962) (← links)
- Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- Robustness in nonsmooth nonconvex optimization problems (Q830202) (← links)
- Improved bounds on sample size for implicit matrix trace estimators (Q887152) (← links)
- Schur properties of convolutions of gamma random variables (Q889154) (← links)