| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7733451 (Why is no real title available?) | 2023-09-01 | Paper |
| scientific article; zbMATH DE number 7733425 (Why is no real title available?) | 2023-09-01 | Paper |
Solving equilibrium problems in economies with financial markets, home production, and retention
(available as arXiv preprint) | 2023-08-10 | Paper |
An Optimization Primer
Springer Series in Operations Research and Financial Engineering | 2021-07-20 | Paper |
Building a stochastic programming model from scratch: a harvesting management example
Quantitative Finance | 2021-07-16 | Paper |
Variational analysis of constrained M-estimators
The Annals of Statistics | 2020-12-14 | Paper |
Variational analysis of constrained M-estimators
The Annals of Statistics | 2020-12-14 | Paper |
Lopsided convergence: an extension and its quantification
Mathematical Programming. Series A. Series B | 2019-08-06 | Paper |
On univariate function identification problems
Mathematical Programming. Series A. Series B | 2018-04-06 | Paper |
Two-stage stochastic variational inequalities: an ERM-solution procedure
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Stochastic variational inequalities: single-stage to multistage
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Variational theory for optimization under stochastic ambiguity
SIAM Journal on Optimization | 2017-06-16 | Paper |
General economic equilibrium with financial markets and retainability
Economic Theory | 2017-03-02 | Paper |
Multivariate epi-splines and evolving function identification problems
Set-Valued and Variational Analysis | 2017-01-26 | Paper |
Erratum to: ``Multivariate epi-splines and evolving function identification problems
Set-Valued and Variational Analysis | 2017-01-26 | Paper |
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models
SIAM Journal on Optimization | 2017-01-13 | Paper |
| Solving deterministic and stochastic equilibrium problems via augmented Walrasian | 2016-12-05 | Paper |
Fusion of hard and soft information in nonparametric density estimation
European Journal of Operational Research | 2016-10-06 | Paper |
| Log-Concave Duality in Estimation and Control | 2016-07-08 | Paper |
Equilibrium, uncertainty and risk in hydro-thermal electricity systems
Mathematical Programming. Series A. Series B | 2016-07-01 | Paper |
Optimality functions and lopsided convergence
Journal of Optimization Theory and Applications | 2016-07-01 | Paper |
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
Mathematical Programming. Series A. Series B | 2016-06-06 | Paper |
Stochastic optimization models in forest planning: a progressive hedging solution approach
Annals of Operations Research | 2015-10-29 | Paper |
Modeling and estimating commodity prices: copper prices
Mathematics and Financial Economics | 2015-09-22 | Paper |
Multi-period forecasting and scenario generation with limited data
Computational Management Science | 2015-07-21 | Paper |
Variational convergence of bifunctions: motivating applications
SIAM Journal on Optimization | 2015-04-08 | Paper |
Addendum: ``On the convergence of convex sets in finite dimensions
SIAM Review | 2015-03-21 | Paper |
Convex analysis and financial equilibrium
Mathematical Programming. Series A. Series B | 2014-12-18 | Paper |
Shape-restricted nonparametric regression with overall noisy measurements
Journal of Nonparametric Statistics | 2013-06-24 | Paper |
Stochastic variational inequalities: residual minimization smoothing sample average approximations
SIAM Journal on Optimization | 2012-09-12 | Paper |
Scalable heuristics for a class of chance-constrained stochastic programs
INFORMS Journal on Computing | 2012-07-28 | Paper |
| scientific article; zbMATH DE number 5955575 (Why is no real title available?) | 2011-10-10 | Paper |
A time-embedded approach to economic equilibrium with incomplete financial markets
Advances in Mathematical Economics | 2011-05-18 | Paper |
Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming
SIAM Journal on Optimization | 2009-05-27 | Paper |
Variational convergence of bivariate functions: Lopsided convergence
Mathematical Programming. Series A. Series B | 2008-12-16 | Paper |
Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
SIAM Journal on Optimization | 2008-08-14 | Paper |
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis
SIAM Journal on Optimization | 2008-08-14 | Paper |
Variational Inequalities and Economic Equilibrium
Mathematics of Operations Research | 2008-05-27 | Paper |
| scientific article; zbMATH DE number 5251051 (Why is no real title available?) | 2008-03-19 | Paper |
| Estimating Libor/swaps spot-volatilities: the EpiVolatility model | 2008-02-11 | Paper |
| A variational inequality scheme for determining an economic equilibrium of classical or extended type | 2006-08-07 | Paper |
| scientific article; zbMATH DE number 5007559 (Why is no real title available?) | 2006-02-20 | Paper |
Random LSC Functions: An Ergodic Theorem
Mathematics of Operations Research | 2005-11-11 | Paper |
| scientific article; zbMATH DE number 1984252 (Why is no real title available?) | 2003-09-22 | Paper |
Lipschitz continuity of inf-projections
Computational Optimization and Applications | 2003-06-09 | Paper |
Continuity properties of Walras equilibrium points
Annals of Operations Research | 2003-01-27 | Paper |
Estimating density functions: a constrained maximum likelihood approach*
Journal of Nonparametric Statistics | 2002-11-28 | Paper |
| scientific article; zbMATH DE number 1328978 (Why is no real title available?) | 2002-11-07 | Paper |
| scientific article; zbMATH DE number 1487999 (Why is no real title available?) | 2001-12-05 | Paper |
| scientific article; zbMATH DE number 1568995 (Why is no real title available?) | 2001-03-27 | Paper |
Statistical estimation from an optimization viewpoint
Annals of Operations Research | 1999-05-27 | Paper |
A class of stochastic programs with decision dependent random elements
Annals of Operations Research | 1998-11-03 | Paper |
Variational Analysis
Grundlehren der mathematischen Wissenschaften | 1998-01-28 | Paper |
Challenges in stochastic programming
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
Convergence of set-valued mappings: Equi-outer semicontinuity
Set-Valued Analysis | 1997-04-14 | Paper |
| scientific article; zbMATH DE number 823368 (Why is no real title available?) | 1996-05-13 | Paper |
| scientific article; zbMATH DE number 823368 (Why is no real title available?) | 1996-05-13 | Paper |
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
Annals of Operations Research | 1996-04-15 | Paper |
The Minimization of Semicontinuous Functions: Mollifier Subgradients
SIAM Journal on Control and Optimization | 1995-10-17 | Paper |
Uniform convergence of probability measures: Topological criteria
Journal of Multivariate Analysis | 1995-07-17 | Paper |
Preprocessing in Stochastic Programming: The Case of Capacitated Networks
ORSA Journal on Computing | 1995-06-01 | Paper |
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions
SIAM Journal on Optimization | 1994-10-04 | Paper |
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty
Applied Stochastic Models and Data Analysis | 1994-07-04 | Paper |
Constrained estimation: Consistency and asymptotics
Applied Stochastic Models and Data Analysis | 1994-07-04 | Paper |
A Topology for the Solid Subsets of a Topological Space
Canadian Mathematical Bulletin | 1994-05-24 | Paper |
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
Mathematical Programming. Series A. Series B | 1994-05-23 | Paper |
Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions
Mathematical Programming. Series A. Series B | 1994-03-27 | Paper |
Production planning via scenario modelling
Annals of Operations Research | 1994-03-23 | Paper |
Sensors and Information in Optimization Under Stochastic Uncertainty
Mathematics of Operations Research | 1994-01-23 | Paper |
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning
SIAM Journal on Optimization | 1993-08-11 | Paper |
| scientific article; zbMATH DE number 222646 (Why is no real title available?) | 1993-06-29 | Paper |
| A Characterization of Epi-Convergence in Terms of Convergence of Level Sets | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 124652 (Why is no real title available?) | 1993-02-21 | Paper |
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
ORSA Journal on Computing | 1993-01-17 | Paper |
The topology of the \(\rho\)-Hausdorff distance
Annali di Matematica Pura ed Applicata. Serie Quarta | 1992-09-27 | Paper |
Preprocessing in Stochastic Programming: The Case of Linear Programs
ORSA Journal on Computing | 1992-08-13 | Paper |
Quantitative Stability of Variational Systems: I. The Epigraphical Distance
Transactions of the American Mathematical Society | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 25345 (Why is no real title available?) | 1992-06-27 | Paper |
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
Annals of Operations Research | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 15143 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4207605 (Why is no real title available?) | 1991-01-01 | Paper |
Scenarios and Policy Aggregation in Optimization Under Uncertainty
Mathematics of Operations Research | 1991-01-01 | Paper |
Epi‐consistency of convex stochastic programs
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4211208 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4203395 (Why is no real title available?) | 1990-01-01 | Paper |
Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
SIAM Journal on Control and Optimization | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4184289 (Why is no real title available?) | 1990-01-01 | Paper |
Sublinear upper bounds for stochastic programs with recourse
Mathematical Programming. Series A. Series B | 1989-01-01 | Paper |
Decentralized allocation of resources among many producers
Journal of Mathematical Economics | 1989-01-01 | Paper |
Epigraphical analysis
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1989-01-01 | Paper |
Epigraphical analysis
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1989-01-01 | Paper |
Stochastic Optimization Models for Lake Eutrophication Management
Operations Research | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4087432 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4108484 (Why is no real title available?) | 1988-01-01 | Paper |
Another isometry for the Legendre-Fenchel transform
Journal of Mathematical Analysis and Applications | 1988-01-01 | Paper |
Approximating the integral of a multifunction
Journal of Multivariate Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4081331 (Why is no real title available?) | 1988-01-01 | Paper |
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
The Annals of Statistics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4089323 (Why is no real title available?) | 1988-01-01 | Paper |
Stable approximations of set-valued maps
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1988-01-01 | Paper |
Stable approximations of set-valued maps
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1988-01-01 | Paper |
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1988-01-01 | Paper |
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4089327 (Why is no real title available?) | 1988-01-01 | Paper |
Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
Econometrica | 1987-01-01 | Paper |
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
Mathematics of Operations Research | 1987-01-01 | Paper |
Stability in Two-Stage Stochastic Programming
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
On the Convergence in Probability of Random Sets (Measurable Multifunctions)
Mathematics of Operations Research | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4081299 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3961349 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4013613 (Why is no real title available?) | 1986-01-01 | Paper |
Algorithms for stochastic programs: The case of nonstochastic tenders
Mathematical Programming Studies | 1986-01-01 | Paper |
On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
Mathematics of Operations Research | 1986-01-01 | Paper |
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
Mathematical Programming Studies | 1986-01-01 | Paper |
| Isometries for the Legendre-Fenchel Transform | 1986-01-01 | Paper |
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
Mathematical Programming Studies | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3974741 (Why is no real title available?) | 1985-01-01 | Paper |
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions
Mathematical Programming Essays in Honor of George B. Dantzig Part I | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3846316 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3922408 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 4099044 (Why is no real title available?) | 1984-01-01 | Paper |
| Convergence of Functions: Equi-Semicontinuity | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820539 (Why is no real title available?) | 1983-01-01 | Paper |
Deterministic and stochastic optimization problems of bolza type in discrete time
Stochastics | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3821456 (Why is no real title available?) | 1983-01-01 | Paper |
| A Convergence Theory for Saddle Functions | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3816457 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3878686 (Why is no real title available?) | 1983-01-01 | Paper |
Solving stochastic programs with simple recourse
Stochastics | 1983-01-01 | Paper |
The duality between estimation and control from a variational viewpoint: The discrete time case
Algorithms and Theory in Filtering and Control | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757185 (Why is no real title available?) | 1982-01-01 | Paper |
On the interchange of subdifferentiation and conditional expectation for convex functionals
Stochastics | 1982-01-01 | Paper |
On the Convergence of Closed-Valued Measurables Multifunctions
Transactions of the American Mathematical Society | 1981-01-01 | Paper |
Minimization by Random Search Techniques
Mathematics of Operations Research | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3756246 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3739303 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3720681 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3692236 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3753539 (Why is no real title available?) | 1980-01-01 | Paper |
On the Convergence of Sequences of Convex Sets in Finite Dimensions
SIAM Review | 1979-01-01 | Paper |
Erratum: On the relation between two types of convergence for convex functions
Journal of Mathematical Analysis and Applications | 1978-01-01 | Paper |
The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
SIAM Journal on Control and Optimization | 1978-01-01 | Paper |
Measures as Lagrange multipliers in multistage stochastic programming
Journal of Mathematical Analysis and Applications | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3572945 (Why is no real title available?) | 1977-01-01 | Paper |
On the relations between two types of convergence for convex functions
Journal of Mathematical Analysis and Applications | 1977-01-01 | Paper |
Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
Pacific Journal of Mathematics | 1976-01-01 | Paper |
Grundlagen konvexer Optimierung
Lecture Notes in Economics and Mathematical Systems | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3588383 (Why is no real title available?) | 1976-01-01 | Paper |
Stochastic convex programming: basic duality
Pacific Journal of Mathematics | 1976-01-01 | Paper |
Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
SIAM Journal on Control and Optimization | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3547074 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3508241 (Why is no real title available?) | 1975-01-01 | Paper |
Stochastic convex programming: Kuhn-Tucker conditions
Journal of Mathematical Economics | 1975-01-01 | Paper |
Continuous versus measurable recourse in N-stage stochastic programming
Journal of Mathematical Analysis and Applications | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3562806 (Why is no real title available?) | 1974-01-01 | Paper |
Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
SIAM Review | 1974-01-01 | Paper |
On decision rules in stochastic programming
Mathematical Programming | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3428780 (Why is no real title available?) | 1973-01-01 | Paper |
Characterization theorems for stochastic programs
Mathematical Programming | 1972-01-01 | Paper |
Stochastic programs with recourse: A basic theorem for multistage problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1972-01-01 | Paper |
Stochastic programs with recourse: A basic theorem for multistage problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3354122 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3308843 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3314886 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3417264 (Why is no real title available?) | 1970-01-01 | Paper |
Some Practical Regularity Conditions for Nonlinear Programs
SIAM Journal on Control | 1969-01-01 | Paper |
L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
SIAM Journal on Applied Mathematics | 1969-01-01 | Paper |
| A Lipschitzian Characterization of Convex Polyhedra | 1969-01-01 | Paper |
Lifting projections of convex polyhedra
Pacific Journal of Mathematics | 1969-01-01 | Paper |
Stochastic Programs with Recourse II: On the Continuity of the Objective
SIAM Journal on Applied Mathematics | 1969-01-01 | Paper |
A duality theory for abstract mathematical programs with applications to optimal control theory
Journal of Mathematical Analysis and Applications | 1968-01-01 | Paper |
A note on decision rules for stochastic programs
Journal of Computer and System Sciences | 1968-01-01 | Paper |
| scientific article; zbMATH DE number 3383851 (Why is no real title available?) | 1968-01-01 | Paper |
Towards an algebraic characterization of convex polyhedral cones
Numerische Mathematik | 1968-01-01 | Paper |
| Continuity of Some Convex-Cone-Valued Mappings | 1967-01-01 | Paper |
Stochastic Programs with Recourse
SIAM Journal on Applied Mathematics | 1967-01-01 | Paper |
Order-preserving functions; applications to majorization and order statistics
Pacific Journal of Mathematics | 1967-01-01 | Paper |
Algorithms for frames and lineality spaces of cones
Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics | 1967-01-01 | Paper |
Programming under uncertainty: The complete problem
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1966-01-01 | Paper |
Programming under Uncertainty and Stochastic Optimal Control
SIAM Journal on Control | 1966-01-01 | Paper |
Programming Under Uncertainty: The Solution Set
SIAM Journal on Applied Mathematics | 1966-01-01 | Paper |
Optimality Properties of a Special Assignment Problem
Operations Research | 1964-01-01 | Paper |
