Related references
Note: Only part of the references are listed.Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
Gui-Hua Lin et al.
MATHEMATICAL PROGRAMMING (2009)
Incorporating asymmetric distributional information in robust value-at-risk optimization
Karthik Natarajan et al.
MANAGEMENT SCIENCE (2008)
Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
Huifu Xu et al.
MATHEMATICS OF OPERATIONS RESEARCH (2007)
A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
Fanwen Meng et al.
SIAM JOURNAL ON OPTIMIZATION (2006)
Stochastic programming with equilibrium constraints
A Shapiro
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2006)
Conditional value-at-risk for general loss distributions
RT Rockafellar et al.
JOURNAL OF BANKING & FINANCE (2002)
Credit risk optimization with Conditional Value-at-Risk criterion
F Andersson et al.
MATHEMATICAL PROGRAMMING (2001)
A robust optimization model for stochastic logistic problems
CS Yu et al.
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS (2000)
Share Paper
