The following pages link to (Q3777818):
Displaying 29 items.
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- Lipschitz lower semicontinuity moduli for linear inequality systems (Q776920) (← links)
- Distribution sensitivity in stochastic programming (Q1176576) (← links)
- Stability analysis for stochastic programs (Q1178442) (← links)
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch (Q1321128) (← links)
- Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
- Strong stability of stationary solutions and Karush-Kuhn-Tucker points in nonlinear optimization (Q1813594) (← links)
- Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions (Q1893967) (← links)
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse (Q1904660) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Calmness and calculus: two basic patterns (Q2116021) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Critical solutions of nonlinear equations: stability issues (Q2413096) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- Quantitative stability analysis for distributionally robust optimization with moment constraints (Q2821799) (← links)
- Error estimates for the finite element approximation of a semilinear elliptic control problem with state constraints and finite dimensional control space (Q3551502) (← links)
- On Hölder calmness of minimizing sets (Q5077164) (← links)
- Quantitative stability of full random two-stage problems with quadratic recourse (Q5231368) (← links)
- Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity (Q5242926) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- (Q5753754) (← links)
