Working Paper |
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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 |
230 |
0 |
0 |
2 |
979 |

A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation |
0 |
0 |
1 |
20 |
2 |
4 |
11 |
26 |

A Partial Regularization Method for Saddle Point Seeking |
0 |
0 |
0 |
58 |
1 |
2 |
7 |
260 |

Augmented Lagrangian Decomposition for Sparse Convex Optimization |
0 |
0 |
0 |
163 |
0 |
0 |
1 |
502 |

Common mathematical foundations of expected utility and dual utility theories |
0 |
0 |
0 |
76 |
2 |
2 |
3 |
49 |

Computing Normalized Equilibria in Convex-Concave Games |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
48 |

Computing Normalized Equilibria in Convex-Concave Games |
0 |
1 |
4 |
145 |
1 |
2 |
16 |
449 |

Conditional Risk Mappings |
0 |
0 |
3 |
317 |
0 |
2 |
12 |
767 |

Configurations of Series-Parallel Networks with Maximum Reliability |
0 |
0 |
0 |
55 |
1 |
1 |
4 |
368 |

Constraint Aggregation Principle in Convex Optimization |
0 |
0 |
0 |
114 |
0 |
0 |
3 |
440 |

Constraint Aggregation in Infinite-Dimensional Spaces and Applications |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
170 |

Convex Optimization by Radial Search |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
221 |

Convexification of Stochastic Ordering |
0 |
0 |
0 |
345 |
2 |
2 |
5 |
1,093 |

Cost-Effective Sulphur Reduction Under Uncertainty |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
515 |

Decomposition via Alternating Linearization |
0 |
0 |
0 |
38 |
0 |
0 |
5 |
203 |

From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures |
0 |
0 |
4 |
626 |
1 |
1 |
13 |
1,663 |

Interior Point Methods in Stochastic Programming |
0 |
0 |
0 |
98 |
0 |
0 |
6 |
268 |

Inverse stochastic dominance constraints and rank dependent expected utility theory |
0 |
0 |
0 |
258 |
2 |
3 |
10 |
766 |

Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
265 |

Noncooperative Convex Games: Computing Equilibrium By Partial Regularization |
0 |
0 |
1 |
87 |
2 |
3 |
7 |
264 |

Noncooperative Convex Games: Computing Equilibrium by Partial Regularization |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
419 |

On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs |
0 |
0 |
0 |
165 |
0 |
0 |
5 |
626 |

On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
449 |

On Optimal Allocation of Indivisibles Under Uncertainty |
0 |
0 |
0 |
77 |
1 |
1 |
4 |
309 |

On Stochastic Dominance and Mean-Semideviation Models |
0 |
0 |
0 |
215 |
1 |
1 |
6 |
671 |

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse |
0 |
0 |
0 |
52 |
2 |
2 |
7 |
274 |

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions |
0 |
0 |
1 |
48 |
2 |
2 |
4 |
235 |

On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems |
0 |
0 |
1 |
126 |
0 |
1 |
12 |
425 |

Optimization Under First Order Stochastic Dominance Constraints |
1 |
1 |
4 |
706 |
2 |
4 |
9 |
2,234 |

Optimization of Convex Risk Functions |
0 |
0 |
0 |
571 |
0 |
1 |
7 |
1,163 |

Optimization of Risk Measures |
2 |
2 |
9 |
1,927 |
7 |
12 |
48 |
4,461 |

Parallel Solution of Linear Programs Via Nash Equilibria |
0 |
0 |
0 |
59 |
0 |
0 |
3 |
205 |

Perturbation Methods for Saddle Point Computation |
0 |
0 |
2 |
114 |
0 |
3 |
10 |
455 |

Portfolio Optimization With Stochastic Dominance Constraints |
0 |
1 |
10 |
1,221 |
2 |
5 |
26 |
2,966 |

Process-Based Risk Measures and Risk-Averse Control of Discrete-Time Systems |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
31 |

Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
238 |

Total Working Papers |
3 |
5 |
40 |
8,317 |
35 |
60 |
269 |
24,477 |