Pages that link to "Item:Q2436650"

The following pages link to Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650):

Displaying 18 items.

• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
• Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← 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)
• Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach (Q2315596) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Convergence theory for nonconvex stochastic programming with an application to mixed logit (Q2502199) (← links)
• Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach (Q2884290) (← links)
• Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints (Q2945117) (← links)
• Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
• Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)