Pages that link to "Item:Q5704110"

The following pages link to Quantitative Stability in Stochastic Programming: The Method of Probability Metrics (Q5704110):

Displaying 50 items.

• Constrained optimization with stochastic feasibility regions applied to vehicle path planning (Q280102) (← links)
• Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
• Quantitative stability of full random two-stage stochastic programs with recourse (Q497451) (← links)
• Scenario reduction in stochastic programming with respect to discrepancy distances (Q842772) (← links)
• Quantitative stability of fully random mixed-integer two-stage stochastic programs (Q941027) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs (Q1935928) (← links)
• Newsvendor-type models with decision-dependent uncertainty (Q1935947) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities (Q2086937) (← links)
• Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
• Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse (Q2191294) (← links)
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
• A new class of metrics for learning on real-valued and structured data (Q2218351) (← links)
• Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
• On quantitative stability in infinite-dimensional optimization under uncertainty (Q2230794) (← links)
• Maximizing the expected net present value in a project with uncertain cash flows (Q2239980) (← links)
• Liner ship bunkering and sailing speed planning with uncertain demand (Q2301031) (← links)
• Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
• On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• A note on scenario reduction for two-stage stochastic programs (Q2467443) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (Q2808329) (← links)
• Thin and heavy tails in stochastic programming (Q2948128) (← links)
• Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
• A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
• Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization (Q2976144) (← links)
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program (Q3395170) (← links)
• Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
• Quantitative Estimates in an M₂/G₂/1 Priority Queue with Non-Preemptive Priority: The Method of Strong Stability (Q3548752) (← links)
• (Q3604331) (← links)
• Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828) (← links)
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse (Q4689389) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
• Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
• Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse (Q5085549) (← links)
• Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
• Quantitative stability of full random two-stage problems with quadratic recourse (Q5231368) (← links)
• Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse (Q5238078) (← links)
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)