Pages that link to "Item:Q3360665"

The following pages link to Epi‐consistency of convex stochastic programs (Q3360665):

Displaying 50 items.

• A multivalued strong law of large numbers (Q300273) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
• Efficient sample sizes in stochastic nonlinear programming (Q929602) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Stability analysis for stochastic programs (Q1178442) (← links)
• On stability in multiobjective programming. A stochastic approach (Q1207315) (← links)
• Convergence analysis of some methods for minimizing a nonsmooth convex function (Q1265007) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
• Multivalued strong laws of large numbers in the slice topology. Application to integrands (Q1332544) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• An SQP-type method and its application in stochastic programs (Q1411396) (← links)
• An approximation scheme for uncertain minimax optimal control problems (Q1711089) (← links)
• Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy (Q1781509) (← links)
• Robust sample average approximation (Q1785199) (← links)
• Convergence of the empirical mean method in statistics and stochastic programming (Q1816114) (← links)
• Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator (Q1816986) (← links)
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
• A stochastic approach to stability in stochastic programming (Q1893963) (← links)
• Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
• A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• A stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic scheduling (Q1981952) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
• Sequential characterization of statistical epi-convergence (Q2156947) (← links)
• The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models (Q2209841) (← links)
• Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
• Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Epi-consistency in restricted regression models. The case of general convex fitting function (Q2563613) (← links)
• Stochastic programming approaches to stochastic scheduling (Q2564886) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Estimating density functions: a constrained maximum likelihood approach^* (Q4498173) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
• Efficient Stochastic Programming in Julia (Q5106388) (← links)
• (Q5288318) (← links)
• (Q5389683) (← links)
• (Q5389684) (← links)