Pages that link to "Item:Q1931652"
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The following pages link to Convex approximations in stochastic programming by semidefinite programming (Q1931652):
Displaying 10 items.
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
- Conditioning of convex piecewise linear stochastic programs (Q1396811) (← links)
- Vaidya's method for convex stochastic optimization problems in small dimension (Q2170511) (← links)
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification (Q2570997) (← links)
- A Stochastic Smoothing Algorithm for Semidefinite Programming (Q2934474) (← links)
- (Q3328290) (← links)
- (Q3787791) (← links)
- Solving stochastic convex feasibility problems in hilbert spaces (Q4354840) (← links)
- (Q5436104) (← links)
- Convex stochastic fluid programs with average cost. (Q5945755) (← links)
