Pages that link to "Item:Q3643498"
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The following pages link to Lectures on Stochastic Programming (Q3643498):
Displayed 50 items.
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management (Q3064306) (← links)
- A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems (Q3130408) (← links)
- Optimal Experimental Design for Inverse Problems with State Constraints (Q3174786) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- Robust Shift Scheduling in Call Centers (Q3195343) (← links)
- A class of stochastic optimization problems with application to selective data editing (Q3225084) (← links)
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- Heuristic and Exact Algorithms for the Interval Min–Max Regret Knapsack Problem (Q3466782) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
- (Q3585654) (← links)
- (Q3604339) (← links)
- (Q3604340) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Systemic Risk and Security Management (Q4558800) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- Effective Decision Making in Changeable Spaces, Covering and Discovering Processes: A Habitual Domain Approach (Q4562490) (← links)
- ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
- Hadamard Directional Differentiability of the Optimal Value Function of a Quadratic Programming Problem (Q4565265) (← links)
- Optimization under Decision-Dependent Uncertainty (Q4571878) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- Consistency of the Scenario Approach (Q4600842) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors (Q4605701) (← links)
- Bounds for Random Binary Quadratic Programs (Q4609468) (← links)
- Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems (Q4611529) (← links)
- Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
- Stochastic Equilibrium Models for Generation Capacity Expansion (Q4613826) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations (Q4620415) (← links)
- Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities (Q4620417) (← links)
- Randomized Approach to Nonlinear Inversion Combining Random and Optimized Simultaneous Sources and Detectors (Q4631407) (← links)
- Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- Simultaneous-shot inversion for PDE-constrained optimization problems with missing data (Q4646434) (← links)
- Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- (Q4966542) (← links)
- (Q4969174) (← links)
- (Q4969178) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- The Big Data Newsvendor: Practical Insights from Machine Learning (Q4971580) (← links)
- Sampled Tikhonov regularization for large linear inverse problems (Q4973539) (← links)