Pages that link to "Item:Q526834"
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The following pages link to Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834):
Displaying 6 items.
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614) (← links)
- On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- A new convergent hybrid learning algorithm for two-stage stochastic programs (Q2286915) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)