Continuity of positive hull mappings with appliciation to semi-infinite
and stochastic programming
Continuity of positive hull mappings with appliciation to semi-infinite
and stochastic programming
Graphical
convergence of sample average random set-valued mappings Pricing
contingent claims: a computational compatible approach Deriving
the continuity of maximum-entropy basis functions via Variational
Analysis Pricing
arbitrary fixed income with short rate trees George B.
Dantzig (1914-2005) Stability
of $epsilon$-approximate solutions to convex stochastic programs
Stability
of Equilibrium Points II
Variational convergence of bivariate functions: Motivating applications II
AN
OPTIMIZATION PRIMER
Variational convergence of bivariate functions: Motivating applications I
Equilibrium in a stochastic environment: a `constructive' approach Variational inequalities and economic equilibrium Foreword to Special issue of Mathematical Programming: "Variational
Analysis, Optimization and their Applications" (Festschrift for R.T.
Rockafellar's 70th birthday)
Celabrating Dantzig's 90th and Cottle and Veinott's 70th
Variational
convergence of bivariate functions: Theoretical foundations Making
Stochastic Programming User-Friendly
VARIATIONAL ANALYSIS Term and volatility structures Density
estimation: exploiting non-data information Dealing
with Uncertainty in Decision Making Models
Variational Convergence of Bivariate Functions Stability
of equilibrium points
Statistical Estimation: Data and Non-Data Information
Stochastic optimization for lake eutrophication management Stability
of 'epsilon'-approximate solutions to convex stochastic programs
EpiCurves A variational inequality scheme for determining an economic equilibrium of classical or extended type Non-Cooperative games in a stochastic environment
Serious zero-curves
Strategic
risk management for developing countries: the Columbia Case Study
Continuity properties of Walras equilibrium points
Stochastic programming models: wait-and-see versus here-and-now Random lsc functions: an Ergodic Theorem
Lipschitz continuity of inf-projections Random lsc functions: Scalarization An ergodic theorem for stochastic programming problems Random
closed sets and random lsc functions: Kolmogorov's extension theorem
Statistical estimation from an optimization viewpoint
Estimating density functions: a constrained maximum likelihood
approach
On an
approach to optimization problems with probabilistic cost
and or constraints
A class of stochastic programs with decision dependent random elements
Stochastic programs with chance constraints:
Generalized convexity and approximation issues
Consistency of minimizers and the SLLN for stochastic programs
Isometries for the Legendre-Fenchel transform
Stability
results for stochastic programs and sensors, allowing for
discontinuous objective functions Convergence of set-valued mappings: Equi-outer semicontinuity
The minimization of discontinuous functions: mollifier subgradients
Challenges in stochastic programming
Neighborhood effects on belief formation and the distribution of
educations and income
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
A dual strategy for the implementation of the aggregation
principle in decision making under uncertainty
Constrained estimation: consistency and asymptotics
Epi-consistency of convex stochastic programs Scenarios and policy aggregation in optimization under uncertainty A
Glivenko-Cantelli type theorem: an application of the convergence theory
of stochastic suprema Epigraphical processes: laws of large numbers for random lsc functions
The
The topology of the &rho hausdorff distance
The
aggregation principle in scenario analysis and stochastic optimization Epigraphical Analysis Stochastic dynamic optimization: Approaches and computation
Approximating the integral of a multifunction
Asymptotic behavior of statistical estimators and of
optimal solutions of stochastic optimization problems
Existence results and finite horizon approximates for infinite
horizon optimization problems
Stochastic programming Convergence
of probability measures revisited
On the
continuity of the value of a linear program and of related
polyhedral-valued multifunctions
Solving
stochastic programs with simple recourse
On the convergence of sequences of convex sets in
finite dimensions
Stochastic programs with fixed recourse: the equivalent
deterministic program
A
Lipschitzian characterization of convex polyhedra
Continuity of some convex-cone-valued mappings