| Publication | Date of Publication | Type |
|---|
Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
Numerical Algorithms | 2025-01-10 | Paper |
Dynamic stochastic projection method for multistage stochastic variational inequalities
Computational Optimization and Applications | 2024-10-25 | Paper |
Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
SIAM Journal on Optimization | 2024-09-10 | Paper |
Discrete approximation for two-stage stochastic variational inequalities
Journal of Global Optimization | 2024-05-06 | Paper |
Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization
Journal of Global Optimization | 2023-11-08 | Paper |
Distributionally robust stochastic variational inequalities
Mathematical Programming. Series A. Series B | 2023-05-25 | Paper |
Monotonicity and complexity of multistage stochastic variational inequalities
Journal of Optimization Theory and Applications | 2023-04-17 | Paper |
Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk
Journal of Industrial and Management Optimization | 2021-11-12 | Paper |
Two-stage stochastic variational inequalities: theory, algorithms and applications
Journal of the Operations Research Society of China | 2021-06-18 | Paper |
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
Computational Optimization and Applications | 2021-05-20 | Paper |
The study of stochastic optimization for linear decision rule in a class distributionally robustness
| 2021-04-26 | Paper |
Multi-product multi-stage stochastic inventory problem under logistics network
| 2020-08-12 | Paper |
Multi-product newsvendor problem with constraints of second order stochastic dominance and order capability
| 2020-08-12 | Paper |
Two-stage stochastic non-cooperative multi-vendor game under the transportation network -- based on stochastic variational inequarity
| 2020-08-12 | Paper |
The subdifferential of measurable composite max integrands and smoothing approximation
Mathematical Programming. Series A. Series B | 2020-06-15 | Paper |
A derivative-free algorithm for spherically constrained optimization
Journal of Global Optimization | 2020-03-25 | Paper |
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
Mathematical Programming. Series A. Series B | 2019-08-06 | Paper |
scientific article; zbMATH DE number 7028738 (Why is no real title available?)
| 2019-02-22 | Paper |
Convergence analysis of sample average approximation of two-stage stochastic generalized equations
SIAM Journal on Optimization | 2019-02-08 | Paper |
Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Risk aversion in the Nash bargaining problem with uncertainty
Journal of Economics | 2018-07-16 | Paper |
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
Mathematical Programming. Series A. Series B | 2018-06-25 | Paper |
Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
Journal of Global Optimization | 2018-02-09 | Paper |
SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models
SIAM Journal on Optimization | 2017-01-13 | Paper |
An approximation scheme for stochastic programs with second order dominance constraints
Numerical Algebra, Control and Optimization | 2017-01-09 | Paper |
Convergence analysis for distributionally robust optimization and equilibrium problems
Mathematics of Operations Research | 2016-05-19 | Paper |
Assortative matching and risk sharing
Journal of Economic Theory | 2016-05-11 | Paper |
Assortative matching of risk-averse agents with endogenous risk
Journal of Economics | 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
Journal of Optimization Theory and Applications | 2014-06-30 | 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 |
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 |
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 |
A note on uniform exponential convergence of sample average approximation of random functions
Journal of Mathematical Analysis and Applications | 2011-10-24 | Paper |
