The following pages link to (Q2925334):
Displayed 50 items.
- Approximation algorithms for stochastic combinatorial optimization problems (Q290321) (← links)
- On bounding the union probability using partial weighted information (Q297136) (← links)
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex (Q510299) (← links)
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Estimation and asymptotics for buffered probability of exceedance (Q723976) (← links)
- Operations research challenges in forestry: 33 open problems (Q748549) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Bounds in multi-horizon stochastic programs (Q827134) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty (Q827575) (← links)
- Foundations of semialgebraic gene-environment networks (Q828022) (← links)
- Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises (Q1616222) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Chance-constrained economic dispatch with renewable energy and storage (Q1639716) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- A note on sample complexity of multistage stochastic programs (Q1694765) (← links)
- Stochastic learning in multi-agent optimization: communication and payoff-based approaches (Q1716626) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- Interchangeability principle and dynamic equations in risk averse stochastic programming (Q1728267) (← links)
- Risk-averse model predictive control (Q1737648) (← links)
- Statistical inference of semidefinite programming (Q1739028) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- Improved bounds in stochastic matching and optimization (Q1755741) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- The information value and the uncertainties in two-stage uncertain programming with recourse (Q1800338) (← links)
- Uncertainty quantification with risk measures in production planning (Q1980955) (← links)
- An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk (Q1986786) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Strong convexity in risk-averse stochastic programs with complete recourse (Q1989726) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties (Q2029905) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Black-box combinatorial optimization using models with integer-valued minima (Q2043440) (← links)
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- Ergodic approach to robust optimization and infinite programming problems (Q2045190) (← links)
- On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems (Q2045192) (← links)
- Regularized sample average approximation approach for two-stage stochastic variational inequalities (Q2046705) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)