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Finding the stationary states of Markov chains by iterative methods
Nesterov, Jurij Evgenʹevič; Nemirovskij, Arkadij S. - 2012
Persistent link: https://www.econbiz.de/10009722578
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Gradient methods for stochastic optimization in relative scale
Nesterov, Jurij Evgenʹevič; Rodomanov, Anton - 2024 - Version 0.3.0
Persistent link: https://www.econbiz.de/10015077358
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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
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Price of correlations in stochastic optimization
Agrawal, Shipra; Ding, Yichuan; Saberi, Amin; Ye, Yinyu - In: Operations research 60 (2012) 1, pp. 150-162
Persistent link: https://www.econbiz.de/10009532641
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The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Delage, Erick; Arroyo, Sharon; Ye, Yinyu - In: Operations research 62 (2014) 6, pp. 1377-1393
Persistent link: https://www.econbiz.de/10010471839
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Distributed stochastic optimization with large delays
Zhou, Zhengyuan; Mertikopoulos, Panayotis; Bambos, Nicholas - In: Mathematics of operations research 47 (2022) 3, pp. 2082-2111
Persistent link: https://www.econbiz.de/10013375026
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Technical note: an improved analysis of LP-based control for revenue management
Chen, Guanting; Li, Xiaocheng; Ye, Yinyu - In: Operations research 72 (2024) 3, pp. 1124-1138
Persistent link: https://www.econbiz.de/10014557554
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Online linear programming : dual convergence, new algorithms, and regret bounds
Li, Xiaocheng; Ye, Yinyu - In: Operations research 70 (2022) 5, pp. 2948-2966
Persistent link: https://www.econbiz.de/10014307143