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The following pages link to Optimality functions in stochastic programming (Q715095):

Displaying 23 items.

Optimality functions and lopsided convergence (Q301730) (← links)
Spectral projected gradient method for stochastic optimization (Q670658) (← links)
On the expected optimal value and the optimal expected value (Q850268) (← links)
Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance (Q1434072) (← links)
Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
Nonmonotone line search methods with variable sample size (Q2340358) (← links)
On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
Confidence level solutions for stochastic programming (Q2440765) (← links)
Inexact restoration approach for minimization with inexact evaluation of the objective function (Q2796018) (← links)
A Stochastic Approach to General Nonlinear Programming Problems (Q3168341) (← links)
(Q3550819) (← links)
(Q3818798) (← links)
STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE (Q4538103) (← links)
Non-asymptotic confidence bounds for the optimal value of a stochastic program (Q4594844) (← links)
Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact (Q5235099) (← links)
Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
Two stochastic optimization algorithms for convex optimization with fixed point constraints (Q5379458) (← links)
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721) (← links)
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
Consistent approximations in composite optimization (Q6165588) (← links)
Optimality Analysis for Stochastic LP Problems (Q6487356) (← links)