Hailin Sun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities	2025-01-10	Paper
Dynamic stochastic projection method for multistage stochastic variational inequalities	2024-10-25	Paper
Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models	2024-09-10	Paper
Discrete approximation for two-stage stochastic variational inequalities	2024-05-06	Paper
Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization	2023-11-08	Paper
Distributionally robust stochastic variational inequalities	2023-05-25	Paper
Monotonicity and complexity of multistage stochastic variational inequalities	2023-04-17	Paper
Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk	2021-11-12	Paper
Two-stage stochastic variational inequalities: theory, algorithms and applications	2021-06-18	Paper
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems	2021-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4983835	2021-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q3306460	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3307517	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3307340	2020-08-12	Paper
The subdifferential of measurable composite max integrands and smoothing approximation	2020-06-15	Paper
A derivative-free algorithm for spherically constrained optimization	2020-03-25	Paper
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems	2019-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4624530	2019-02-22	Paper
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations	2019-02-08	Paper
Sparse Markowitz portfolio selection by using stochastic linear complementarity approach	2019-02-05	Paper
Risk aversion in the Nash bargaining problem with uncertainty	2018-07-16	Paper
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods	2018-06-25	Paper
Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems	2018-02-09	Paper
SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model	2017-11-17	Paper
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models	2017-01-13	Paper
An approximation scheme for stochastic programs with second order dominance constraints	2017-01-09	Paper
Convergence analysis for distributionally robust optimization and equilibrium problems	2016-05-19	Paper
Assortative matching and risk sharing	2016-05-11	Paper
Assortative matching of risk-averse agents with endogenous risk	2014-09-12	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	2014-06-30	Paper
Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints	2014-02-25	Paper
A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints	2013-09-05	Paper
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints	2013-06-27	Paper
A note on uniform exponential convergence of sample average approximation of random functions	2011-10-24	Paper

Research outcomes over time

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