Pages that link to "Item:Q1738333"
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The following pages link to Convex and stochastic optimization (Q1738333):
Displaying 11 items.
- Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Convex optimization on mixed domains (Q2358856) (← links)
- Convexity and optimization with copulæ structured probabilistic constraints (Q2817219) (← links)
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules (Q4975408) (← links)
- (Q4998940) (← links)
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming (Q5003208) (← links)
- Discrete potential mean field games: duality and numerical resolution (Q6052060) (← links)
- Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint (Q6159855) (← links)
- Sample average approximation for stochastic programming with equality constraints (Q6622760) (← links)
- Certified multifidelity zeroth-order optimization (Q6645132) (← links)