Variational theory for optimization under stochastic ambiguity
From MaRDI portal
(Redirected from Publication:5266537)
Recommendations
- A framework for optimization under ambiguity
- Ambiguity in risk preferences in robust stochastic optimization
- On distributionally robust multiperiod stochastic optimization
- Stochastic Optimization Methods
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
Cites work
- scientific article; zbMATH DE number 4013613 (Why is no real title available?)
- scientific article; zbMATH DE number 4037624 (Why is no real title available?)
- scientific article; zbMATH DE number 490143 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
- A class of stochastic programs with decision dependent random elements
- Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems
- Ambiguous Risk Measures and Optimal Robust Portfolios
- Bi-level strategies in semi-infinite programming.
- Coherent measures of risk
- Convergence analysis for distributionally robust optimization and equilibrium problems
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Introduction to stochastic programming.
- Lectures on stochastic programming. Modeling and theory.
- Lopsided convergence: an extension and its quantification
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity
- Modeling with stochastic programming.
- Modeling, measuring and managing risk
- Multivariate epi-splines and evolving function identification problems
- On a Class of Minimax Stochastic Programs
- On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
- On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
- Optimality functions and lopsided convergence
- Optimality functions in stochastic programming
- Optimization models
- Optimization of Convex Risk Functions
- Optimization. Algorithms and consistent approximations
- Quantitative stability analysis for distributionally robust optimization with moment constraints
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Random variables, monotone relations, and convex analysis
- Real Analysis and Probability
- Robust optimization
- Semi-infinite programming. Recent advances
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Stability and sensitivity-analysis for stochastic programming
- Stability of \varepsilon-approximate Solutions to Convex Stochastic Programs
- Stochastic finance. An introduction in discrete time
- Superquantile/CVaR risk measures: second-order theory
- Theory and applications of robust optimization
- Uncertainties in minimax stochastic programs
- Variational Analysis
- Variational convergence of bifunctions: motivating applications
- Variational convergence of bivariate functions: Lopsided convergence
Cited in
(34)- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Distributional robustness, stochastic divergences, and the quadrangle of risk
- Robustness of stochastic programs with endogenous randomness via contamination
- Set-convergence and its application: a tutorial
- Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets
- Approximations and solution estimates in optimization
- Statistics with set-valued functions: applications to inverse approximate optimization
- On robustness in nonconvex optimization with application to defense planning
- scientific article; zbMATH DE number 958371 (Why is no real title available?)
- Epi/hypo-convergence of bifunctions on general domains and approximations of quasi-variational problems
- Robust alternative fuel refueling station location problem with routing under decision-dependent flow uncertainty
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Variational analysis of constrained M-estimators
- Risk-adaptive approaches to stochastic optimization: a survey
- Lopsided convergence: an extension and its quantification
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Approximations of quasi-equilibria and Nash quasi-equilibria in terms of variational convergence
- Ambiguity in risk preferences in robust stochastic optimization
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint
- scientific article; zbMATH DE number 7733444 (Why is no real title available?)
- A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity
- Approximations of quasi-variational inequalities and traffic networks. A view from variational convergence
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- Global approximations of vector optimization problems in terms of variational convergence
- Diametrical risk minimization: theory and computations
- Stability and sensitivity of uncertain linear programs
- Approximations of Rockafellians, Lagrangians, and dual functions
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Stability and error analysis for optimization and generalized equations
- Frameworks and results in distributionally robust optimization
- Distributionally robust facility location problem under decision-dependent stochastic demand
This page was built for publication: Variational theory for optimization under stochastic ambiguity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266537)
