Pages that link to "Item:Q1340069"

The following pages link to Quantitative stability in stochastic programming (Q1340069):

Displaying 17 items.

• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
• Quantitative stability of full random two-stage stochastic programs with recourse (Q497451) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Lipschitz selections and stability for quasiconvex programs. (Q1856866) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• Strong convexity in stochastic programs with complete recourse (Q1893959) (← links)
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse (Q1904660) (← links)
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Thin and heavy tails in stochastic programming (Q2948128) (← links)
• Learning with risks based on M-location (Q6097134) (← links)