Pages that link to "Item:Q1013981"

The following pages link to Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981):

Displaying 39 items.

• An approximation scheme for a class of risk-averse stochastic equilibrium problems (Q301663) (← links)
• A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
• Stochastic mathematical programs with hybrid equilibrium constraints (Q544222) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
• A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
• Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems (Q824513) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem (Q1646189) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• A two-step gradient estimation approach for setting supply chain operating parameters (Q1651591) (← links)
• Carbon-efficient deployment of electric rubber-tyred gantry cranes in container terminals with workload uncertainty (Q1713748) (← links)
• Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (Q1983737) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• The subdifferential of measurable composite max integrands and smoothing approximation (Q2189440) (← links)
• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
• Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality (Q2258428) (← links)
• On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Deterministic bicriteria model for stochastic variational inequalities (Q2422130) (← links)
• A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Neural network smoothing approximation method for stochastic variational inequality problems (Q2514678) (← links)
• Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems (Q2515263) (← links)
• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481) (← links)
• Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse (Q4971014) (← links)
• An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems (Q5051790) (← links)
• Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
• Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
• Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization (Q5868947) (← links)
• Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)