An Approximation Scheme for a Class of Risk-Averse Stochastic Equilibrium Problems

Mathematical Programming, Series B- Germany

doi 10.1007/s10107-016-0988-4

Full Text

Abstract

Available in

Date

Authors

Publisher

Springer Science and Business Media LLC

Related search

An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time

Mathematics of Operations Research
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
2009English

Approximation Algorithms for a Class of Stochastic Selection Problems With Reward and Cost Considerations

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2018English

Robust Multicriteria Risk-Averse Stochastic Programming Models

Annals of Operations Research
Management ScienceDecision SciencesOperations Research
2017English

Robust Risk-Averse Stochastic Multi-Armed Bandits

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2013English

An Approximation Scheme for Stochastic Linear Programming and Its Application to Stochastic Integer Programs

Journal of the ACM
ControlSystems EngineeringInformation SystemsHardwareArchitectureArtificial IntelligenceSoftware
2006English

A Central Limit Theorem and Hypotheses Testing for Risk-Averse Stochastic Programs

SIAM Journal on Optimization
Theoretical Computer ScienceSoftware
2018English

Improved Approximation Results for Stochastic Knapsack Problems

2011English

An Iterative Method With Norm Convergence for a Class of Generalized Equilibrium Problems

Journal of Applied Mathematics
Applied Mathematics
2013English

A Scenario Decomposition Algorithm for Stochastic Programming Problems With a Class of Downside Risk Measures

INFORMS Journal on Computing
Management ScienceComputer Science ApplicationsInformation SystemsOperations ResearchSoftware
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy