scientific article; zbMATH DE number 3588383

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Convergent bounds for stochastic programs with expected value constraints
Inequalities in completely convex stochastic programming
Conditional expectation of integrands and random sets
Measures as Lagrange multipliers in multistage stochastic programming
Optimal consumption and arbitrage in incomplete, finite state security markets
Stochastic equilibria on graphs, I
Duality and statistical tests of optimality for two stage stochastic programs
Barycentric scenario trees in convex multistage stochastic programming
Two-stage stochastic variational inequalities: an ERM-solution procedure
Stochastic variational inequalities: single-stage to multistage
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
Stability in multistage stochastic programming
Martingale characterizations of risk-averse stochastic optimization problems
Minimizing buffered probability of exceedance by progressive hedging
Subregular recourse in nonlinear multistage stochastic optimization
A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
Multistage stochastic convex programs: duality and its implications
Structure of risk-averse multistage stochastic programs
Sequential importance sampling algorithms for dynamic stochastic programming
Time-inconsistent multistage stochastic programs: martingale bounds
Numerical study of discretizations of multistage stochastic programs
Aggregation bounds in stochastic linear programming
Duality and optimality conditions in stochastic optimization and mathematical finance
Multiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective
Order now, pickup in 30 minutes: managing queues with static delivery guarantees
Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
Existence of solutions in non-convex dynamic programming and optimal investment
Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
Notes on free lunch in the limit and pricing by conjugate duality theory
scientific article; zbMATH DE number 7733443 (Why is no real title available?)
scientific article; zbMATH DE number 7733457 (Why is no real title available?)
Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm
Duality in convex stochastic optimization
Quasi-variational inequalities on product spaces and its applications to stochastic equilibrium problems
Convex integral functionals of càdlàg processes
Dynamic programming and dimensionality in convex stochastic optimization and control
Nonanticipativity in stochastic programming
Epi-convergent discretizations of multistage stochastic programs via integration quadratures

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