Superquantile/CVaR risk measures: second-order theory.
- Published in:
- Annals of Operations Research, 2018, v. 262, n. 1, p. 3, doi. 10.1007/s10479-016-2129-0
- By:
- Publication type:
- Article
Works by Rockafellar, R. Tyrrell
Results: 23
1
2
Preface.
- Published in:
- Optimization, 2007, v. 56, n. 5/6, p. 525, doi. 10.1080/02331930701617056
- By:
- Publication type:
- Article
3
Primal–Dual Stability in Local Optimality.
- Published in:
- Journal of Optimization Theory & Applications, 2024, v. 203, n. 2, p. 1325, doi. 10.1007/s10957-024-02467-6
- By:
- Publication type:
- Article
4
Cash Stream Valuation In the Face of Transaction Costs and Taxes.
- Published in:
- Mathematical Finance, 1991, v. 1, n. 1, p. 31, doi. 10.1111/j.1467-9965.1991.tb00003.x
- By:
- Publication type:
- Article
5
Risk Tuning with Generalized Linear Regression.
- Published in:
- Mathematics of Operations Research, 2008, v. 33, n. 3, p. 712, doi. 10.1287/moor.1080.0313
- By:
- Publication type:
- Article
6
Hamiltonian trajectories and saddle points in mathematical economics.
- Published in:
- Control & Cybernetics, 2010, v. 39, n. 4, p. 1575
- By:
- Publication type:
- Article
7
Hamiltonian trajectories and saddle points in mathematical economics.
- Published in:
- Control & Cybernetics, 2009, v. 38, n. 4B, p. 1575
- By:
- Publication type:
- Article
8
Solving problems in convex optimal control by progressive decoupling in the dynamics.
- Published in:
- Mathematical Control & Related Fields, 2024, v. 14, n. 4, p. 1, doi. 10.3934/mcrf.2024036
- By:
- Publication type:
- Article
9
TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 2, p. 97, doi. 10.1111/j.1467-9965.1995.tb00104.x
- By:
- Publication type:
- Article
10
Preface to Asen L. Dontchev Memorial Special Issue.
- Published in:
- Computational Optimization & Applications, 2023, v. 86, n. 3, p. 795, doi. 10.1007/s10589-023-00537-5
- By:
- Publication type:
- Article
11
Generalizations of the proximal method of multipliers in convex optimization.
- Published in:
- Computational Optimization & Applications, 2024, v. 87, n. 1, p. 219, doi. 10.1007/s10589-023-00519-7
- By:
- Publication type:
- Article
12
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm.
- Published in:
- Computational Optimization & Applications, 2023, v. 86, n. 3, p. 1327, doi. 10.1007/s10589-023-00494-z
- By:
- Publication type:
- Article
13
ASYMPTOTIC THEORY FOR SOLUTIONS IN STATISTICAL ESTIMATION AND STOCHASTIC PROGRAMMING.
- Published in:
- Mathematics of Operations Research, 1993, v. 18, n. 1, p. 148, doi. 10.1287/moor.18.1.148
- By:
- Publication type:
- Article
14
SECOND-ORDER OPTIMALITY CONDITIONS IN NONLINEAR PROGRAMMING OBTAINED BY WAY OF EPI-DERIVATIVES.
- Published in:
- Mathematics of Operations Research, 1989, v. 14, n. 3, p. 462, doi. 10.1287/moor.14.3.462
- By:
- Publication type:
- Article
15
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming.
- Published in:
- Mathematical Programming, 2023, v. 199, n. 1/2, p. 375, doi. 10.1007/s10107-022-01832-5
- By:
- Publication type:
- Article
16
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality.
- Published in:
- Mathematical Programming, 2023, v. 198, n. 1, p. 159, doi. 10.1007/s10107-022-01768-w
- By:
- Publication type:
- Article
17
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator.
- Published in:
- Mathematical Programming, 2021, v. 189, n. 1/2, p. 37, doi. 10.1007/s10107-020-01515-z
- By:
- Publication type:
- Article
18
Minimizing buffered probability of exceedance by progressive hedging.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 453, doi. 10.1007/s10107-019-01462-4
- By:
- Publication type:
- Article
19
Solving Lagrangian variational inequalities with applications to stochastic programming.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 435, doi. 10.1007/s10107-019-01458-0
- By:
- Publication type:
- Article
20
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
- Published in:
- Mathematical Programming, 2019, v. 174, n. 1/2, p. 453, doi. 10.1007/s10107-018-1251-y
- By:
- Publication type:
- Article
21
Optimality conditions in portfolio analysis with general deviation measures.
- Published in:
- Mathematical Programming, 2006, v. 108, n. 2/3, p. 515, doi. 10.1007/s10107-006-0721-9
- By:
- Publication type:
- Article
22
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria.
- Published in:
- Transportation Science, 2003, v. 37, n. 1, p. 56, doi. 10.1287/trsc.37.1.56.12821
- By:
- Publication type:
- Article
23
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management.
- Published in:
- Transportation Science, 2002, v. 36, n. 3, p. 271, doi. 10.1287/trsc.36.3.271.7826
- By:
- Publication type:
- Article