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Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing
Klerk, Etienne de; Laurent, Monique - In: Mathematics of operations research 43 (2018) 4, pp. 1317-1325
Persistent link: https://www.econbiz.de/10011957064
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Approximation algorithm for the stochastic multiperiod inventory problem via a look-ahead optimization approach
Truong, Van-Anh - In: Mathematics of operations research 39 (2014) 4, pp. 1039-1056
Persistent link: https://www.econbiz.de/10010462174
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Joint mixability
Wang, Bin; Wang, Ruodu - In: Mathematics of operations research 41 (2016) 3, pp. 808-826
Persistent link: https://www.econbiz.de/10011520575
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Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta; Rosazza Gianin, Emanuela - In: Mathematics of operations research 40 (2015) 4, pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
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Quantifying distributional model risk via optimal transport
Blanchet, Jose; Murthy, Karthyek - In: Mathematics of operations research 44 (2019) 2, pp. 565-600
Persistent link: https://www.econbiz.de/10012028635
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Epi-regularization of risk measures
Kouri, Drew P.; Surowiec, Thomas M. - In: Mathematics of operations research 45 (2020) 2, pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
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Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi; Cui, Ying; Pang, Jong-shi - In: Mathematics of operations research 47 (2022) 4, pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
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Coupled learning enabled stochastic programming with endogenous uncertainty
Liu, Junyi; Li, Guangyu; Sen, Suvrajeet - In: Mathematics of operations research 47 (2022) 2, pp. 1681-1705
Persistent link: https://www.econbiz.de/10013365344
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Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Mathematics of operations research 43 (2018) 2, pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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Robust MDPs with k-rectangular uncertainty
Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509
Persistent link: https://www.econbiz.de/10011595106