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
Stability
results for stochastic programs and sensors, allowing for
discontinuous objective functions Convergence of set-valued mappings: Equi-outer semicontinuity
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 Epigraphical processes: laws of large numbers for random lsc
functions
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
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
A
Lipschitzian characterization of convex polyhedra
Continuity of some convex-cone-valued mappings