Primal-dual algorithms for optimization with stochastic dominance
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Cites work
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- Ambiguity in risk preferences in robust stochastic optimization
- Aspects of optimization with stochastic dominance
- Asymptotically efficient adaptive allocation rules
- Comparison methods for stochastic models and risks
- Constructing uncertainty sets for robust linear optimization
- Data-driven robust optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3257962 (Why is no real title available?)
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- Lectures on Choquet's theorem
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- Optimization with a class of multivariate integral stochastic order constraints
- Optimization with multivariate stochastic dominance constraints
- Optimization with Stochastic Dominance Constraints
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Robust stochastic dominance and its application to risk-averse optimization
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Cited in
(8)- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Primal-dual mirror descent method for constraint stochastic optimization problems
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Primal-dual constraint aggregation with application to stochastic programming
- Primal and dual linear decision rules in stochastic and robust optimization
- An inexact primal-dual algorithm for semi-infinite programming
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
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