Hailin Sun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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/Q3307340	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3307517	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hailin Sun