| Publication | Date of Publication | Type |
|---|
A Quasi-Newton Subspace Trust Region Algorithm for nonmonotone variational inequalities in adversarial learning over box constraints
(available as arXiv preprint) | N/A | Paper |
Deep Neural Network Solutions for Oscillatory Fredholm Integral Equations
(available as arXiv preprint) | N/A | Paper |
Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
Numerical Algorithms | 2025-01-10 | Paper |
A quasi-Newton subspace trust region algorithm for nonmonotone variational inequalities in adversarial learning over box constraints
Journal of Scientific Computing | 2024-10-29 | Paper |
Dynamic stochastic projection method for multistage stochastic variational inequalities
Computational Optimization and Applications | 2024-10-25 | Paper |
Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic linear programs
Journal of the Operations Research Society of China | 2024-09-11 | Paper |
Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
SIAM Journal on Optimization | 2024-09-10 | Paper |
Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
European Journal of Operational Research | 2024-06-14 | Paper |
Discrete approximation for two-stage stochastic variational inequalities
Journal of Global Optimization | 2024-05-06 | Paper |
Regularized methods for a two-stage robust production planning problem and its sample average approximation
Journal of the Operations Research Society of China | 2023-09-12 | Paper |
Monotonicity and complexity of multistage stochastic variational inequalities
Journal of Optimization Theory and Applications | 2023-04-17 | Paper |
Statistical robustness of two-stage stochastic variational inequalities
Optimization Letters | 2022-11-01 | Paper |
Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
Applicable Analysis | 2022-06-27 | Paper |
Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse
Asia-Pacific Journal of Operational Research | 2021-11-30 | Paper |
Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
Journal of Industrial and Management Optimization | 2021-11-23 | Paper |
Regularized sample average approximation approach for two-stage stochastic variational inequalities
Journal of Optimization Theory and Applications | 2021-08-18 | Paper |
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
Computational Optimization and Applications | 2021-08-09 | Paper |
On complexity of multistage stochastic programs under heavy tailed distributions
Operations Research Letters | 2021-04-07 | Paper |
Pure Characteristics Demand Models and Distributionally Robust Mathematical Programs with Stochastic Complementarity Constraints
(available as arXiv preprint) | 2021-02-09 | Paper |
Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse
Optimization Letters | 2020-06-24 | Paper |
Quantitative stability of multistage stochastic programs via calm modifications
Operations Research Letters | 2020-02-10 | Paper |
Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
Numerical Functional Analysis and Optimization | 2019-10-28 | Paper |
| Stability of multistage stochastic programs with quadratic objective functions | 2019-10-02 | Paper |
Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
SIAM Journal on Optimization | 2018-05-18 | Paper |
