Pages that link to "Item:Q973997"
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The following pages link to Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997):
Displayed 16 items.
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem (Q2018108) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
- STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS (Q2868188) (← links)
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (Q3114613) (← links)
- A new method to build confidence regions for solutions of stochastic variational inequalities (Q5495600) (← links)
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)