The following pages link to Panos Parpas (Q328450):
Displaying 34 items.
- A weighted mirror descent algorithm for nonsmooth convex optimization problem (Q328453) (← links)
- An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty (Q373210) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- Partitioning procedure for polynomial optimization (Q604960) (← links)
- Convergence analysis of a global optimization algorithm using stochastic differential equations (Q842717) (← links)
- Linearly constrained global optimization and stochastic differential equations (Q857812) (← links)
- A pricing mechanism for resource management in grid computing (Q928162) (← links)
- (Q987507) (redirect page) (← links)
- Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems (Q987509) (← links)
- A smoothing algorithm for finite min-max-min problems (Q1001326) (← links)
- An algorithm for the global optimization of a class of continuous minimax problems (Q1028590) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- Global optimization of robust chance constrained problems (Q1029686) (← links)
- A multilevel analysis of the Lasserre hierarchy (Q1735163) (← links)
- In memoriam: Nicos Christofides (1942--2019) (Q2120131) (← links)
- A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
- Empirical risk minimization: probabilistic complexity and stepsize strategy (Q2419551) (← links)
- On the information-based complexity of stochastic programming (Q2450744) (← links)
- Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (Q2892332) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization (Q3179624) (← links)
- Dynamic mean-variance portfolio analysis under model risk (Q3404358) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- (Q3524406) (← links)
- Global Optimization of the Scenario Generation and Portfolio Selection Problems (Q3600175) (← links)
- (Q3604331) (← links)
- A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems (Q4600837) (← links)
- Newton-type multilevel optimization method (Q5038170) (← links)
- Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm (Q5244642) (← links)
- A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems (Q5372650) (← links)
- Partial Lasserre relaxation for sparse Max-Cut (Q6050383) (← links)
- Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)
- Using Witten Laplacians to Locate Index-1 Saddle Points (Q6195011) (← links)
