| Publication | Date of Publication | Type |
|---|
Minimax asymptotics
Electronic Journal of Statistics | 2026-02-06 | Paper |
Distributionally robust stochastic optimal control
Operations Research Letters | 2025-05-06 | Paper |
Conditional distributionally robust functionals
Operations Research | 2025-01-30 | Paper |
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
(available as arXiv preprint) | 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 |
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 |
Sensitivity Analysis of Parameterized Variational Inequalities
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 |
The sample average approximation method applied to stochastic routing problems: a computational study
Computational Optimization and Applications | 2003-04-03 | Paper |
Testing of monotonicity in parametric regression models
Journal of Statistical Planning and Inference | 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 |
