- Language
-
Englisch
- Identifier
-
1185400028
- Series
-
Stochastic Programming E-Print Series; 7
Contributor
Dentcheva, Darinka
Ruszczynski, Andrzej
Ruszczynski, Andrzej
- DOI
-
10.18452/8314
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:56 PM CET
Object type
- Monografie
Associated
- Dentcheva, Darinka
- Ruszczynski, Andrzej
Other Objects (12)
Optimization with stochastic dominance constraints
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Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
Efficient point methods for probabilistic optimization problems
Robust path choice in networks with failures
Frontiers of stochastically nondominated portfolios
Portfolio optimization with stochastic dominance constraints
Epi-convergent discretizations of multistage stochastic programs
Variance reduction in sample approximations of stochastic programs
Multistage stochastic integer programs
Optimization with stochastic dominance constraints
Dual stochastic dominance and related mean-risk models
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
Efficient point methods for probabilistic optimization problems
Robust path choice in networks with failures
Frontiers of stochastically nondominated portfolios
Portfolio optimization with stochastic dominance constraints
Epi-convergent discretizations of multistage stochastic programs
Variance reduction in sample approximations of stochastic programs
Multistage stochastic integer programs
Optimization with stochastic dominance constraints
Dual stochastic dominance and related mean-risk models
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
Efficient point methods for probabilistic optimization problems
Robust path choice in networks with failures
Frontiers of stochastically nondominated portfolios
Portfolio optimization with stochastic dominance constraints
Epi-convergent discretizations of multistage stochastic programs
Variance reduction in sample approximations of stochastic programs