| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
|
van Beesten, E. Ruben
|
|
|
181 |
2 |
p. 473-507
|
article
|
| 2 |
Distributionally robust optimization with polynomial densities: theory, models and algorithms
|
de Klerk, Etienne
|
|
|
181 |
2 |
p. 265-296
|
article
|
| 3 |
Martingale characterizations of risk-averse stochastic optimization problems
|
Pichler, Alois
|
|
|
181 |
2 |
p. 377-403
|
article
|
| 4 |
Minimizing buffered probability of exceedance by progressive hedging
|
Rockafellar, R. Tyrrell
|
|
|
181 |
2 |
p. 453-472
|
article
|
| 5 |
Quantile-based risk sharing with heterogeneous beliefs
|
Embrechts, Paul
|
|
|
181 |
2 |
p. 319-347
|
article
|
| 6 |
Randomness and permutations in coordinate descent methods
|
Gürbüzbalaban, Mert
|
|
|
181 |
2 |
p. 349-376
|
article
|
| 7 |
Risk forms: representation, disintegration, and application to partially observable two-stage systems
|
Dentcheva, Darinka
|
|
|
181 |
2 |
p. 297-317
|
article
|
| 8 |
Risk minimization, regret minimization and progressive hedging algorithms
|
Sun, Jie
|
|
|
181 |
2 |
p. 509-530
|
article
|
| 9 |
Solving Lagrangian variational inequalities with applications to stochastic programming
|
Rockafellar, R. Tyrrell
|
|
|
181 |
2 |
p. 435-451
|
article
|
| 10 |
Special Issue: On the interface between optimization and probability
|
Kovacevic, Raimund
|
|
|
181 |
2 |
p. 225-228
|
article
|
| 11 |
Theoretical and empirical analysis of trading activity
|
Pohl, Mathias
|
|
|
181 |
2 |
p. 405-434
|
article
|
| 12 |
The subdifferential of measurable composite max integrands and smoothing approximation
|
Burke, James V.
|
|
|
181 |
2 |
p. 229-264
|
article
|
Journal description