| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Branch and Bound Method for Stochastic Global Optimization |
0 |
0 |
0 |
237 |
0 |
1 |
2 |
1,003 |
| A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
51 |
| A Partial Regularization Method for Saddle Point Seeking |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
266 |
| Augmented Lagrangian Decomposition for Sparse Convex Optimization |
0 |
0 |
0 |
164 |
0 |
0 |
0 |
505 |
| Common mathematical foundations of expected utility and dual utility theories |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
58 |
| Computing Normalized Equilibria in Convex-Concave Games |
0 |
0 |
0 |
148 |
0 |
2 |
2 |
472 |
| Computing Normalized Equilibria in Convex-Concave Games |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
52 |
| Conditional Risk Mappings |
0 |
0 |
0 |
318 |
1 |
2 |
2 |
780 |
| Configurations of Series-Parallel Networks with Maximum Reliability |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
369 |
| Constraint Aggregation Principle in Convex Optimization |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
444 |
| Constraint Aggregation in Infinite-Dimensional Spaces and Applications |
0 |
0 |
0 |
43 |
0 |
1 |
4 |
175 |
| Convex Optimization by Radial Search |
0 |
0 |
0 |
45 |
0 |
1 |
1 |
224 |
| Convexification of Stochastic Ordering |
0 |
0 |
1 |
347 |
0 |
0 |
1 |
1,113 |
| Cost-Effective Sulphur Reduction Under Uncertainty |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
516 |
| Decomposition via Alternating Linearization |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
211 |
| From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures |
0 |
0 |
1 |
628 |
0 |
0 |
2 |
1,679 |
| Interior Point Methods in Stochastic Programming |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
271 |
| Inverse stochastic dominance constraints and rank dependent expected utility theory |
0 |
0 |
0 |
262 |
1 |
1 |
3 |
793 |
| Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
267 |
| Noncooperative Convex Games: Computing Equilibrium By Partial Regularization |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
280 |
| Noncooperative Convex Games: Computing Equilibrium by Partial Regularization |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
429 |
| On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs |
0 |
0 |
0 |
165 |
0 |
0 |
0 |
630 |
| On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
450 |
| On Optimal Allocation of Indivisibles Under Uncertainty |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
320 |
| On Stochastic Dominance and Mean-Semideviation Models |
0 |
0 |
0 |
217 |
0 |
1 |
1 |
676 |
| On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
277 |
| On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
238 |
| On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
432 |
| Optimization Under First Order Stochastic Dominance Constraints |
0 |
0 |
2 |
723 |
0 |
0 |
2 |
2,277 |
| Optimization of Convex Risk Functions |
0 |
0 |
2 |
577 |
1 |
1 |
4 |
1,179 |
| Optimization of Risk Measures |
0 |
0 |
5 |
1,972 |
0 |
1 |
9 |
4,605 |
| Parallel Solution of Linear Programs Via Nash Equilibria |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
211 |
| Perturbation Methods for Saddle Point Computation |
0 |
0 |
0 |
118 |
0 |
1 |
1 |
472 |
| Portfolio Optimization With Stochastic Dominance Constraints |
0 |
1 |
2 |
1,223 |
0 |
2 |
4 |
2,985 |
| Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
37 |
| Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
244 |
| Total Working Papers |
0 |
1 |
14 |
8,430 |
5 |
18 |
57 |
24,991 |
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