The subdifferential of measurable composite max integrands and smoothing approximation.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 229, doi. 10.1007/s10107-019-01441-9
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- Publication type:
- Article
Works matching IS 00255610 AND DT 2020 AND VI 181 AND IP 2
Results: 12
1
2
Special Issue: On the interface between optimization and probability.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 225, doi. 10.1007/s10107-020-01521-1
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- Article
3
Risk minimization, regret minimization and progressive hedging algorithms.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 509, doi. 10.1007/s10107-020-01471-8
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- Article
4
Minimizing buffered probability of exceedance by progressive hedging.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 453, doi. 10.1007/s10107-019-01462-4
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- Publication type:
- Article
5
Solving Lagrangian variational inequalities with applications to stochastic programming.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 435, doi. 10.1007/s10107-019-01458-0
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- Publication type:
- Article
6
Randomness and permutations in coordinate descent methods.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 349, doi. 10.1007/s10107-019-01438-4
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- Publication type:
- Article
7
Distributionally robust optimization with polynomial densities: theory, models and algorithms.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 265, doi. 10.1007/s10107-019-01429-5
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- Publication type:
- Article
8
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 473, doi. 10.1007/s10107-019-01428-6
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- Publication type:
- Article
9
Martingale characterizations of risk-averse stochastic optimization problems.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 377, doi. 10.1007/s10107-019-01391-2
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- Publication type:
- Article
10
Risk forms: representation, disintegration, and application to partially observable two-stage systems.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 297, doi. 10.1007/s10107-019-01376-1
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- Publication type:
- Article
11
Theoretical and empirical analysis of trading activity.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 405, doi. 10.1007/s10107-018-1341-x
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- Publication type:
- Article
12
Quantile-based risk sharing with heterogeneous beliefs.
- Published in:
- Mathematical Programming, 2020, v. 181, n. 2, p. 319, doi. 10.1007/s10107-018-1313-1
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- Publication type:
- Article