Monografie
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
- Language
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Englisch
- Identifier
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1185432701
- Series
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Stochastic Programming E-Print Series; 4
Contributor
Dentcheva, Darinka
Prékopa, András
Ruszczynski, Andrzej
Prékopa, András
Ruszczynski, Andrzej
- DOI
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10.18452/8220
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:54 PM CET
Object type
- Monografie
Associated
- Dentcheva, Darinka
- Prékopa, András
- Ruszczynski, Andrzej
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Dual stochastic dominance and related mean-risk models
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Efficient point methods for probabilistic optimization problems
Optimization with stochastic dominance constraints
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Convexification of stochastic ordering
Dual stochastic dominance and related mean-risk models
Robust path choice in networks with failures
Frontiers of stochastically nondominated portfolios
Structure and stability of probabilistic storage level constraints
A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
Quantitative stability in stochastic programming