| Publication | Date of Publication | Type |
|---|
Utility preference robust optimization with moment-type information structure
Operations Research | 2024-12-20 | Paper |
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
Computational Management Science | 2023-11-03 | Paper |
Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
Mathematical Programming. Series A. Series B | 2023-10-23 | Paper |
Preference robust distortion risk measure and its application
Mathematical Finance | 2023-09-28 | Paper |
Multi-Attribute Utility Preference Robust Optimization: A Continuous Piecewise Linear Approximation Approach
| 2023-03-28 | Paper |
scientific article; zbMATH DE number 7668294 (Why is no real title available?)
| 2023-03-27 | Paper |
Shortfall Risk Models When Information on Loss Function Is Incomplete
Operations Research | 2023-01-10 | Paper |
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Computational Management Science | 2022-12-20 | Paper |
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
European Journal of Operational Research | 2022-12-19 | Paper |
Preference Robust Modified Optimized Certainty Equivalent
SIAM Journal on Optimization | 2022-11-23 | Paper |
Preference robust models in multivariate utility-based shortfall risk minimization
Optimization Methods & Software | 2022-09-30 | Paper |
Preference Robust Optimization for Choice Functions on the Space of CDFs
SIAM Journal on Optimization | 2022-07-08 | Paper |
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
Mathematical Programming. Series A. Series B | 2022-06-29 | Paper |
Quantitative stability analysis for minimax distributionally robust risk optimization
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Preference Robust Generalized Shortfall Risk Measure Based on the Cumulative Prospect Theory When the Value Function and Weighting Functions Are Ambiguous
| 2021-12-19 | Paper |
Existence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces
SIAM Journal on Optimization | 2021-10-26 | Paper |
Statistical robustness in utility preference robust optimization models
Mathematical Programming. Series A. Series B | 2021-10-20 | Paper |
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
Computational Optimization and Applications | 2021-05-20 | Paper |
Robust spectral risk optimization when information on risk spectrum is incomplete
SIAM Journal on Optimization | 2020-12-11 | Paper |
A distributionally robust optimization approach for two-stage facility location problems
EURO Journal on Computational Optimization | 2020-08-26 | Paper |
Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures
| 2020-06-27 | Paper |
Statistical Robustness of Empirical Risks in Machine Learning
| 2020-05-18 | Paper |
Discrete approximation and quantification in distributionally robust optimization
Mathematics of Operations Research | 2020-03-12 | Paper |
Varying confidence levels for CVaR risk measures and minimax limits
Mathematical Programming. Series A. Series B | 2020-02-20 | Paper |
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
Mathematical Programming. Series A. Series B | 2019-08-06 | Paper |
Distributionally robust shortfall risk optimization model and its approximation
Mathematical Programming. Series A. Series B | 2019-04-24 | Paper |
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
Mathematical Programming. Series A. Series B | 2018-06-25 | Paper |
Disaster preparedness using risk-assessment methods from earthquake engineering
European Journal of Operational Research | 2018-05-22 | Paper |
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints
Optimization Methods & Software | 2017-11-24 | Paper |
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
European Journal of Operational Research | 2017-11-23 | Paper |
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Continuous Behavioural Function Equilibria and Approximation Schemes in Bayesian Games with Non-Finite Type and Action Spaces
| 2017-10-13 | Paper |
Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Convergence analysis for mathematical programs with distributionally robust chance constraint
SIAM Journal on Optimization | 2017-05-30 | Paper |
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
SIAM Journal on Optimization | 2017-05-30 | Paper |
An approximation scheme for stochastic programs with second order dominance constraints
Numerical Algebra, Control and Optimization | 2017-01-09 | Paper |
Quantitative stability analysis for distributionally robust optimization with moment constraints
SIAM Journal on Optimization | 2016-09-23 | Paper |
Robust unit commitment with \(n-1\) security criteria
Mathematical Methods of Operations Research | 2016-08-01 | Paper |
Convergence analysis for distributionally robust optimization and equilibrium problems
Mathematics of Operations Research | 2016-05-19 | Paper |
Entropic approximation for mathematical programs with robust equilibrium constraints
SIAM Journal on Optimization | 2014-12-12 | Paper |
Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization
Applied Mathematics and Optimization | 2014-09-10 | Paper |
Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
Quantitative stability analysis of stochastic generalized equations
SIAM Journal on Optimization | 2014-06-19 | Paper |
Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
Mathematical Programming. Series A. Series B | 2014-02-25 | Paper |
Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
Optimization | 2014-02-07 | Paper |
Stability analysis of stochastic programs with second order dominance constraints
Mathematical Programming. Series A. Series B | 2014-02-03 | Paper |
Monte Carlo methods for mean-risk optimization and portfolio selection
Computational Management Science | 2013-10-21 | Paper |
A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
Asia-Pacific Journal of Operational Research | 2013-09-05 | Paper |
Stochastic Nash equilibrium problems: sample average approximation and applications
Computational Optimization and Applications | 2013-08-08 | Paper |
Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints
SIAM Journal on Optimization | 2013-06-27 | Paper |
Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
Mathematics of Operations Research | 2012-05-24 | Paper |
Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
Mathematics of Operations Research | 2012-05-24 | Paper |
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
European Journal of Operational Research | 2012-05-14 | Paper |
Stability analysis of one stage stochastic mathematical programs with complementarity constraints
Journal of Optimization Theory and Applications | 2012-05-08 | Paper |
Stability analysis of two-stage stochastic mathematical programs with complementarity constraints via NLP regularization
SIAM Journal on Optimization | 2012-01-09 | Paper |
Stochastic multiobjective optimization: Sample average approximation and applications
Journal of Optimization Theory and Applications | 2011-11-25 | Paper |
A stochastic multiple-leader Stackelberg model: analysis, computation, and application
Operations Research | 2011-11-24 | Paper |
A note on uniform exponential convergence of sample average approximation of random functions
Journal of Mathematical Analysis and Applications | 2011-10-24 | Paper |
Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
Set-Valued and Variational Analysis | 2011-06-08 | Paper |
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
SIAM Journal on Optimization | 2010-12-03 | Paper |
Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
Journal of Mathematical Analysis and Applications | 2010-05-26 | Paper |
Sample average approximation methods for a class of stochastic variational inequality problems
Asia-Pacific Journal of Operational Research | 2010-05-19 | Paper |
A two stage stochastic equilibrium model for electricity markets with two way contracts
Mathematical Methods of Operations Research | 2010-03-19 | Paper |
Single and multi-period optimal inventory control models with risk-averse constraints
European Journal of Operational Research | 2009-12-07 | Paper |
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
Mathematical Programming. Series A. Series B | 2009-04-24 | Paper |
Approximating stationary points of stochastic optimization problems in Banach space
Journal of Mathematical Analysis and Applications | 2008-08-14 | Paper |
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
Optimization | 2008-06-20 | Paper |
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Mathematics of Operations Research | 2008-05-27 | Paper |
Optimal supply functions in electricity markets with option contracts and non-smooth costs
Mathematical Methods of Operations Research | 2008-03-06 | Paper |
Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementary constraints
| 2008-02-05 | Paper |
Modelling the effects of interconnection between electricity markets subject to uncertainty
Mathematical Methods of Operations Research | 2008-01-16 | Paper |
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
SIAM Journal on Optimization | 2007-09-06 | Paper |
$\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function
SIAM Journal on Control and Optimization | 2007-03-20 | 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 |
An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
SIAM Journal on Optimization | 2006-05-30 | Paper |
An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
Optimization | 2005-08-25 | Paper |
Supply function equilibrium in electricity spot markets with contracts and price caps
Journal of Optimization Theory and Applications | 2005-05-24 | Paper |
Nash equilibria in electricity markets with discrete prices.
Mathematical Methods of Operations Research | 2005-01-11 | Paper |
scientific article; zbMATH DE number 2051936 (Why is no real title available?)
| 2004-03-07 | Paper |
scientific article; zbMATH DE number 2050770 (Why is no real title available?)
| 2004-03-07 | Paper |
Point-Based Set-Valued Approximations, C -Differential Operators and Applications
Optimization | 2003-10-12 | Paper |
Picard iteration for nonsmooth equations
Journal of Computational Mathematics | 2003-06-24 | Paper |
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
SIAM Journal on Control and Optimization | 2003-01-05 | Paper |
Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method
Journal of Optimization Theory and Applications | 2001-08-28 | Paper |
Level function method for quasiconvex programming.
Journal of Optimization Theory and Applications | 2001-08-20 | Paper |
Regularized gap functions and D-gap functions for nonsmooth variational inequalities.
| 2001-01-01 | Paper |
Level functions of some optimal value functions.
| 2001-01-01 | Paper |
scientific article; zbMATH DE number 727769 (Why is no real title available?)
| 1995-11-06 | Paper |
scientific article; zbMATH DE number 90368 (Why is no real title available?)
| 1993-01-16 | Paper |
Distributionally Preference Robust Optimization in Multi-Attribute Decision Making
| N/A | Paper |
