Analysis of Sample-Path Optimization
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- Stochastic polynomial optimization
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
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- Moderate Deviations and Invariance Principles for Sample Average Approximations
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- Stochastic multiobjective optimization: Sample average approximation and applications
- Are weaker stationarity concepts of stochastic MPCC problems significant in absence of SMPCC-LICQ?
- The proximal bootstrap for constrained estimators
- A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
- A simulation optimization method that considers uncertainty and multiple performance measures
- Approximating stationary points of stochastic optimization problems in Banach space
- Variable-number sample-path optimization
- Approximations of Nash equilibria
- A retrospective trust-region method for unconstrained optimization
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
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