Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric
From MaRDI portal
Publication:6631564
DOI10.1007/S10898-024-01380-6MaRDI QIDQ6631564
Publication date: 1 November 2024
Published in: Journal of Global Optimization (Search for Journal in Brave)
Could not fetch data.
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A remark on multiobjective stochastic optimization via strongly convex functions
- Sample average approximation of stochastic dominance constrained programs
- Normalized convergence in stochastic optimization
- The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Convergence of the empirical mean method in statistics and stochastic programming
- Normalized convergence of random variables
- A note on estimates in stochastic programming
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- Thin and heavy tails in stochastic programming
- On the Convergence of Closed-Valued Measurables Multifunctions
- Normalized convergence of random variables and its applications
- Calculation of the Wasserstein Distance Between Probability Distributions on the Line
- Variational Analysis
- Optimization with Stochastic Dominance Constraints
- Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints
- Sample Average Approximation Method for Compound Stochastic Optimization Problems
- Stochastic Dominance
- Probability: A Graduate Course
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
This page was built for publication: Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631564)