| Publication | Date of Publication | Type |
|---|
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound
Operations Research Letters | 2023-09-12 | Paper |
Duality and sensitivity analysis of multistage linear stochastic programs
European Journal of Operational Research | 2023-07-10 | Paper |
Distributionally robust stochastic variational inequalities
Mathematical Programming. Series A. Series B | 2023-05-25 | Paper |
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
Operations Research | 2022-09-19 | Paper |
Central limit theorem and sample complexity of stationary stochastic programs
Operations Research Letters | 2021-12-13 | Paper |
Distributionally robust optimal control and MDP modeling
Operations Research Letters | 2021-12-13 | Paper |
Mathematical foundations of distributionally robust multistage optimization
SIAM Journal on Optimization | 2021-12-01 | Paper |
Lectures on stochastic programming. Modeling and theory
| 2021-10-30 | Paper |
Goodness-of-Fit Tests on Manifolds
IEEE Transactions on Information Theory | 2021-07-22 | Paper |
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
European Journal of Operational Research | 2021-06-03 | Paper |
Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
Operations Research | 2021-01-19 | Paper |
Rank one tensor completion problem
| 2020-09-18 | Paper |
On characteristic rank for matrix and tensor completion
| 2020-09-03 | Paper |
Periodical multistage stochastic programs
SIAM Journal on Optimization | 2020-08-18 | Paper |
Risk neutral reformulation approach to risk averse stochastic programming
European Journal of Operational Research | 2020-05-27 | Paper |
Optimization of PDEs with uncertain inputs
| 2019-06-13 | Paper |
Statistical inference of semidefinite programming
Mathematical Programming. Series A. Series B | 2019-04-24 | Paper |
Matrix Completion With Deterministic Pattern: A Geometric Perspective
IEEE Transactions on Signal Processing | 2019-03-06 | Paper |
Interchangeability principle and dynamic equations in risk averse stochastic programming
Operations Research Letters | 2019-02-22 | Paper |
Convergence analysis of sample average approximation of two-stage stochastic generalized equations
SIAM Journal on Optimization | 2019-02-08 | Paper |
Decomposability and time consistency of risk averse multistage programs
Operations Research Letters | 2019-01-11 | Paper |
Modeling time-dependent randomness in stochastic dual dynamic programming
European Journal of Operational Research | 2018-11-19 | Paper |
Risk averse stochastic programming: time consistency and optimal stopping
| 2018-08-31 | Paper |
Estimation and asymptotics for buffered probability of exceedance
European Journal of Operational Research | 2018-07-25 | Paper |
Modified distribution-free goodness-of-fit test statistic
Psychometrika | 2018-06-19 | Paper |
A central limit theorem and hypotheses testing for risk-averse stochastic programs
SIAM Journal on Optimization | 2018-05-18 | Paper |
Distributionally robust stochastic programming
SIAM Journal on Optimization | 2017-11-03 | Paper |
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
European Journal of Operational Research | 2016-10-07 | Paper |
Rectangular sets of probability measures
Operations Research | 2016-07-25 | Paper |
Differentiability properties of metric projections onto convex sets
Journal of Optimization Theory and Applications | 2016-07-01 | Paper |
Comments on ``Quantifying adventitious error in a covariance structure as a random effect
Psychometrika | 2015-11-04 | Paper |
Comment on the asymptotics of a distribution-free goodness of fit test statistic
Psychometrika | 2015-06-11 | Paper |
Minimal representation of insurance prices
Insurance Mathematics \& Economics | 2015-05-26 | Paper |
Lectures on stochastic programming. Modeling and theory.
MOS SIAM Series on Optimization | 2014-10-21 | Paper |
Statistical inference of minimum rank factor analysis
Psychometrika | 2014-10-15 | Paper |
Risk neutral and risk averse stochastic dual dynamic programming method
European Journal of Operational Research | 2014-07-27 | Paper |
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
Psychometrika | 2014-07-18 | Paper |
On Kusuoka representation of law invariant risk measures
Mathematics of Operations Research | 2014-07-11 | Paper |
Worst-case-expectation approach to optimization under uncertainty
Operations Research | 2014-06-26 | Paper |
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
Mathematical Methods of Operations Research | 2013-08-02 | Paper |
Consistency of sample estimates of risk averse stochastic programs
Journal of Applied Probability | 2013-06-26 | Paper |
Bounds for nested law invariant coherent risk measures
Operations Research Letters | 2013-03-05 | Paper |
Time consistency of dynamic risk measures
Operations Research Letters | 2013-03-05 | Paper |
Comments on: Stability in linear optimization and related topics. A personal tour
Top | 2013-02-26 | Paper |
Minimax and risk averse multistage stochastic programming
European Journal of Operational Research | 2012-12-29 | Paper |
Conditional value-at-risk and average value-at-risk: estimation and asymptotics
Operations Research | 2012-12-07 | Paper |
Uniqueness of Kusuoka Representations
| 2012-10-26 | Paper |
Validation analysis of mirror descent stochastic approximation method
Mathematical Programming. Series A. Series B | 2012-10-15 | Paper |
Finding optimal material release times using simulation-based optimization
Management Science | 2012-02-12 | Paper |
Computational complexity of stochastic programming: Monte Carlo sampling approach
| 2011-11-11 | Paper |
A dynamic programming approach to adjustable robust optimization
Operations Research Letters | 2011-08-09 | Paper |
Analysis of stochastic dual dynamic programming method
European Journal of Operational Research | 2011-01-21 | Paper |
Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis
SIAM Journal on Matrix Analysis and Applications | 2010-11-04 | Paper |
Robust Stochastic Approximation Approach to Stochastic Programming
SIAM Journal on Optimization | 2009-11-27 | Paper |
Lectures on Stochastic Programming
| 2009-11-09 | Paper |
Sample average approximation method for chance constrained programming: Theory and applications
Journal of Optimization Theory and Applications | 2009-11-04 | Paper |
On a time consistency concept in risk averse multistage stochastic programming
Operations Research Letters | 2009-08-14 | Paper |
Semi-infinite programming, duality, discretization and optimality conditions†
Optimization | 2009-04-23 | Paper |
Simulation-based approach to estimation of latent variable models
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Asymptotic normality of test statistics under alternative hypotheses
Journal of Multivariate Analysis | 2009-03-25 | Paper |
Augmented lagrangians in semi-infinite programming
Mathematical Programming. Series A. Series B | 2008-12-16 | Paper |
On duality theory of convex semi-infinite programming
Optimization | 2008-11-04 | Paper |
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
Optimization | 2008-06-20 | Paper |
Optimization of Convex Risk Functions
Mathematics of Operations Research | 2008-05-27 | Paper |
Conditional Risk Mappings
Mathematics of Operations Research | 2008-05-27 | Paper |
Asymptotics of minimax stochastic programs
Statistics \& Probability Letters | 2008-03-12 | Paper |
Convex Approximations of Chance Constrained Programs
SIAM Journal on Optimization | 2007-11-16 | Paper |
Stochastic programming approach to optimization under uncertainty
Mathematical Programming. Series A. Series B | 2007-09-10 | Paper |
Coherent risk measures in inventory problems
European Journal of Operational Research | 2007-05-11 | Paper |
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
On complexity of stochastic programming problems
| 2006-10-17 | Paper |
The empirical behavior of sampling methods for stochastic programming
Annals of Operations Research | 2006-10-11 | Paper |
Solving multistage asset investment problems by the sample average approximation method
Mathematical Programming. Series A. Series B | 2006-09-12 | Paper |
Stochastic programming with equilibrium constraints
Journal of Optimization Theory and Applications | 2006-08-14 | Paper |
Worst-case distribution analysis of stochastic programs
Mathematical Programming. Series A. Series B | 2006-06-14 | Paper |
Scenario approximations of chance constraints
| 2006-04-18 | Paper |
Optimization of risk measures
| 2006-04-18 | Paper |
On complexity of multistage stochastic programs
Operations Research Letters | 2006-01-18 | Paper |
Sensitivity Analysis of Parameterized Variational Inequalities
Mathematics of Operations Research | 2005-11-11 | Paper |
On a Class of Nonsmooth Composite Functions
Mathematics of Operations Research | 2005-11-11 | Paper |
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
Mathematics of Operations Research | 2005-11-11 | Paper |
A stochastic programming approach for supply chain network design under uncertainty
European Journal of Operational Research | 2005-08-01 | Paper |
Differentiability and semismoothness properties of integral functions and their applications
Mathematical Programming. Series A. Series B | 2005-04-19 | Paper |
On a Class of Minimax Stochastic Programs
SIAM Journal on Optimization | 2005-02-23 | Paper |
Inference of statistical bounds for multistage stochastic programming problems
Mathematical Methods of Operations Research | 2004-03-07 | Paper |
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints.
Statistics \& Probability Letters | 2004-02-14 | Paper |
Monte Carlo sampling approach to stochastic programming
ESAIM: Proceedings | 2004-02-11 | Paper |
Sensitivity analysis of generalized equations
Journal of Mathematical Sciences (New York) | 2003-09-16 | Paper |
Conditioning of convex piecewise linear stochastic programs
Mathematical Programming. Series A. Series B | 2003-07-13 | Paper |
Testing of monotonicity in parametric regression models
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
The sample average approximation method applied to stochastic routing problems: a computational study
Computational Optimization and Applications | 2003-04-03 | Paper |
On the asymptotics of constrained local \(M\)-estimators.
The Annals of Statistics | 2002-11-14 | Paper |
Second-order optimality conditions in generalized semi-infinite programming
Set-Valued Analysis | 2002-05-14 | Paper |
The sample average approximation method for stochastic discrete optimization
SIAM Journal on Optimization | 2002-04-23 | Paper |
Statistical inference of stochastic optimization problems
| 2002-02-25 | Paper |
Minimax analysis of stochastic problems
Optimization Methods \& Software | 2002-01-01 | Paper |
Sensitivity analysis of optimization problems under second order regular constraints
Mathematics of Operations Research | 2001-11-26 | Paper |
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
SIAM Journal on Optimization | 2001-03-19 | Paper |
On duality theory of conic linear problems.
| 2001-01-01 | Paper |
scientific article; zbMATH DE number 1534290 (Why is no real title available?)
| 2000-11-22 | Paper |
scientific article; zbMATH DE number 1502618 (Why is no real title available?)
| 2000-09-05 | Paper |
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
SIAM Journal on Optimization | 1999-11-24 | Paper |
Some new results on correlation-preserving factor scores prediction methods
Linear Algebra and its Applications | 1999-11-11 | Paper |
First-order optimality conditions in generalized semi-infinite programming
Journal of Optimization Theory and Applications | 1999-09-12 | Paper |
Sensitivity Analysis of Parametrized Programs via Generalized Equations
SIAM Journal on Control and Optimization | 1999-08-29 | Paper |
A simulation-based approach to two-stage stochastic programming with recourse
Mathematical Programming. Series A. Series B | 1999-06-03 | Paper |
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions
SIAM Journal on Optimization | 1999-02-22 | Paper |
scientific article; zbMATH DE number 1186921 (Why is no real title available?)
| 1998-11-05 | Paper |
Optimization Problems with Perturbations: A Guided Tour
SIAM Review | 1998-09-21 | Paper |
scientific article; zbMATH DE number 1182564 (Why is no real title available?)
| 1998-08-02 | Paper |
First and second order analysis of nonlinear semidefinite programs
Mathematical Programming. Series A. Series B | 1997-11-25 | Paper |
Simulation-based optimization—convergence analysis and statistical inference
Communications in Statistics. Stochastic Models | 1997-06-23 | Paper |
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints
SIAM Journal on Optimization | 1997-06-12 | Paper |
An integral transform approach to cross-variograms modeling
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
Directional differentiability of the optimal value function in convex semi-infinite programming
Mathematical Programming. Series A. Series B | 1996-02-06 | Paper |
On Eigenvalue Optimization
SIAM Journal on Optimization | 1995-11-01 | Paper |
Variogram fitting with a general class of conditionally nonnegative definite functions
Computational Statistics and Data Analysis | 1995-08-17 | Paper |
Quantitative stability in stochastic programming
Mathematical Programming. Series A. Series B | 1994-12-11 | Paper |
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs
Mathematics of Operations Research | 1994-12-11 | Paper |
Directionally nondifferentiable metric projection
Journal of Optimization Theory and Applications | 1994-08-09 | Paper |
First-order conditions for isolated locally optimal solutions
Journal of Optimization Theory and Applications | 1994-07-17 | Paper |
Existence and Differentiability of Metric Projections in Hilbert Spaces
SIAM Journal on Optimization | 1994-05-18 | Paper |
Asymptotic Behavior of Optimal Solutions in Stochastic Programming
Mathematics of Operations Research | 1994-05-03 | Paper |
scientific article; zbMATH DE number 439951 (Why is no real title available?)
| 1993-11-02 | Paper |
Sensitivity Analysis of Parametrized Programs under Cone Constraints
SIAM Journal on Control and Optimization | 1993-04-01 | Paper |
Perturbation analysis of optimization problems in banach spaces
Numerical Functional Analysis and Optimization | 1993-03-07 | Paper |
scientific article; zbMATH DE number 125249 (Why is no real title available?)
| 1993-02-21 | Paper |
scientific article; zbMATH DE number 69319 (Why is no real title available?)
| 1992-12-07 | Paper |
Invariance of covariance structures under groups of transformations
Metrika | 1992-06-28 | Paper |
Asymptotic analysis of stochastic programs
Annals of Operations Research | 1992-06-26 | Paper |
Upper bounds for nearly optimal diagonal scaling of matrices
Linear and Multilinear Algebra | 1991-01-01 | Paper |
Testing and estimation of equal variances for correlated variables
Statistics \& Probability Letters | 1990-01-01 | Paper |
On differential stability in stochastic programming
Mathematical Programming. Series A. Series B | 1990-01-01 | Paper |
On concepts of directional differentiability
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
On the treatment of correlation structures as covariance structures
Linear Algebra and its Applications | 1990-01-01 | Paper |
Asymptotic properties of statistical estimators in stochastic programming
The Annals of Statistics | 1989-01-01 | Paper |
On the asymptotic bias of estimators under parameter drift
Statistics \& Probability Letters | 1988-01-01 | Paper |
Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
International Statistical Review / Revue Internationale de Statistique | 1988-01-01 | Paper |
Robustness of normal theory methods in the analysis of linear latent variate models
British Journal of Mathematical and Statistical Psychology | 1988-01-01 | Paper |
Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
Applied Mathematics and Optimization | 1988-01-01 | Paper |
Dual Algorithm for Orthogonal Procrustes Rotations
SIAM Journal on Matrix Analysis and Applications | 1988-01-01 | Paper |
Directional differentiability of metric projections onto moving sets at boundary points
Journal of Mathematical Analysis and Applications | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4048880 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4011656 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4036942 (Why is no real title available?)
| 1987-01-01 | Paper |
Analysis of Covariance Structures Under Elliptical Distributions
| 1987-01-01 | Paper |
On Differentiability of Metric Projections in R n , 1: Boundary Case
Proceedings of the American Mathematical Society | 1987-01-01 | Paper |
Asymptotic Theory of Overparameterized Structural Models
| 1986-01-01 | Paper |
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization
Mathematical Programming Studies | 1986-01-01 | Paper |
The asymptotic covariance matrix of sample correlation coefficients under general conditions
Linear Algebra and its Applications | 1986-01-01 | Paper |
Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs
Mathematics of Operations Research | 1985-01-01 | Paper |
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
Mathematical Programming | 1985-01-01 | Paper |
Optimal Block Diagonal $l_2 $-Scaling of Matrices
SIAM Journal on Numerical Analysis | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3919585 (Why is no real title available?)
| 1985-01-01 | Paper |
On the multivariate asymptotic distribution of sequential chi-square statistics
Psychometrika | 1985-01-01 | Paper |
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
Biometrika | 1985-01-01 | Paper |
Extremal problems on the set of nonnegative definite matrices
Linear Algebra and its Applications | 1985-01-01 | Paper |
Identifiability of factor analysis: Some results and open problems
Linear Algebra and its Applications | 1985-01-01 | Paper |
A note on the consistency of estimators in the analysis of moment structures
British Journal of Mathematical and Statistical Psychology | 1984-01-01 | Paper |
On Optimality Conditions in Quasidifferentiable Optimization
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
On the unsolvability of inverse eigenvalues problems almost everywhere
Linear Algebra and its Applications | 1983-01-01 | Paper |
Fisher Discriminant Analysis and Factor Analysis
IEEE Transactions on Pattern Analysis and Machine Intelligence | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3818858 (Why is no real title available?)
| 1983-01-01 | Paper |
On the investigation of local identifiability: A counterexample
Psychometrika | 1983-01-01 | Paper |
Optimally scaled matrices, necessary and sufficient conditions
Numerische Mathematik | 1982-01-01 | Paper |
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
Psychometrika | 1982-01-01 | Paper |
Minimum rank and minimum trace of covariance matrices
Psychometrika | 1982-01-01 | Paper |
Weighted minimum trace factor analysis
Psychometrika | 1982-01-01 | Paper |
