SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model.
- Published in:
- Mathematical Programming, 2017, v. 165, n. 1, p. 361, doi. 10.1007/s10107-017-1119-6
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- Article
Works matching IS 00255610 AND DT 2017 AND VI 165 AND IP 1
Results: 12
1
2
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 433, doi. 10.1007/s10107-017-1116-9
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- Article
3
Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 197, doi. 10.1007/s10107-017-1121-z
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- Article
4
Two-stage stochastic variational inequalities: an ERM-solution procedure.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 71, doi. 10.1007/s10107-017-1132-9
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- Article
5
Two-stage non-cooperative games with risk-averse players.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 235, doi. 10.1007/s10107-017-1148-1
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- Article
6
Accelerated schemes for a class of variational inequalities.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 113, doi. 10.1007/s10107-017-1161-4
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- Article
7
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 391, doi. 10.1007/s10107-017-1175-y
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- Publication type:
- Article
8
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 291, doi. 10.1007/s10107-017-1179-7
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- Article
9
On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 5, doi. 10.1007/s10107-017-1185-9
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- Article
10
Preface.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 1, doi. 10.1007/s10107-017-1186-8
- Publication type:
- Article
11
Stochastic variational inequalities: single-stage to multistage.
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- Mathematical Programming, 2017, v. 165, n. 1, p. 331, doi. 10.1007/s10107-016-0995-5
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- Article
12
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities.
- Published in:
- Mathematical Programming, 2017, v. 165, n. 1, p. 151, doi. 10.1007/s10107-016-1046-y
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- Publication type:
- Article