Pages that link to "Item:Q5161579"

The following pages link to Lectures on Stochastic Programming: Modeling and Theory, Third Edition (Q5161579):

Displaying 48 items.

• Distributionally robust modeling of optimal control (Q2084037) (← links)
• Noisy zeroth-order optimization for non-smooth saddle point problems (Q2104286) (← links)
• An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems (Q2112678) (← links)
• Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
• Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation (Q2687737) (← links)
• Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
• (Q5121147) (← links)
• Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
• Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact (Q6060544) (← links)
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
• An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (Q6072951) (← links)
• Risk filtering and risk-averse control of Markovian systems subject to model uncertainty (Q6080762) (← links)
• Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut (Q6096622) (← links)
• Risk-averse optimization of reward-based coherent risk measures (Q6098851) (← links)
• Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
• Dynamic programming for data independent decision sets (Q6137268) (← links)
• Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)
• Mini-Batch Risk Forms (Q6157997) (← links)
• A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations (Q6165597) (← links)
• Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction (Q6166650) (← links)
• Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning (Q6167762) (← links)
• First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
• The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
• A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions (Q6188504) (← links)
• Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)
• Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
• Random distortion risk measures (Q6543148) (← links)
• A dynamical neural network approach for distributionally robust chance-constrained Markov decision process (Q6564772) (← links)
• A sample robust optimal bidding model for a virtual power plant (Q6565453) (← links)
• A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization (Q6568949) (← links)
• A combination technique for optimal control problems constrained by random PDEs (Q6587622) (← links)
• Optimal experimental design: formulations and computations (Q6598420) (← links)
• Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems (Q6612245) (← links)
• A robust optimization approach for repairing and overhauling in a captive repair shop under uncertainty (Q6613981) (← links)
• A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)
• Dynamic stochastic projection method for multistage stochastic variational inequalities (Q6624436) (← links)
• Value of risk aversion in perishable products supply chain management (Q6624438) (← links)
• A quasi-Newton subspace trust region algorithm for nonmonotone variational inequalities in adversarial learning over box constraints (Q6629223) (← links)
• On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
• Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints (Q6644844) (← links)
• AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems (Q6644996) (← links)
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)
• A sequential quadratic programming method with high-probability complexity bounds for nonlinear equality-constrained stochastic optimization (Q6663117) (← links)
• Multistage stochastic programming for integrated network optimization in hurricane relief logistics and evacuation planning (Q6663964) (← links)
• A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems (Q6664885) (← links)
• CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm (Q6664936) (← links)
• Stackelberg risk preference design (Q6665396) (← links)