Pages that link to "Item:Q4697088"
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The following pages link to Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming (Q4697088):
Displaying 50 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Equations on monotone graphs (Q378122) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- A distribution map for the one-median location problem on a network (Q864046) (← links)
- Efficient sample sizes in stochastic nonlinear programming (Q929602) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Sensitivity analysis for nonsmooth generalized equations (Q1196168) (← links)
- On stability in multiobjective programming. A stochastic approach (Q1207315) (← links)
- Differentiable selections and Castaing representations of multifunctions (Q1269545) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Challenges in stochastic programming (Q1363423) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem (Q1646189) (← links)
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (Q1680969) (← links)
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications (Q1680974) (← links)
- Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem (Q1721562) (← links)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
- An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
- Reliable estimation via simulation (Q1892648) (← links)
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems (Q1896453) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Two-stage stochastic variational inequalities: theory, algorithms and applications (Q2033981) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194) (← links)
- Quasi-variational problems with non-self map on Banach spaces: existence and applications (Q2147520) (← links)
- Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- Stochastic \(R_0\) tensors to stochastic tensor complementarity problems (Q2414109) (← links)
- Confidence level solutions for stochastic programming (Q2440765) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Near optimal solutions to least-squares problems with stochastic uncertainty (Q2504621) (← links)
- Semiconvergence in distribution of random closed sets with application to random optimization problems (Q2507417) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Asymptotic analysis for a stochastic semidefinite programming (Q2661609) (← links)
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization (Q2696952) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
- Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities (Q5084485) (← links)
