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Optimal oracle inequalities for projected fixed-point equations, with applications to policy evaluation
Mou, Wenlong; Pananjady, Ashwin; Wainwright, Martin J. - In: Mathematics of operations research 48 (2023) 4, pp. 2308-2336
Persistent link: https://www.econbiz.de/10014437828
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Convergence analysis of accelerated stochastic gradient descent under the growth condition
Chen, You-Lin; Na, Sen; Kolar, Mladen - In: Mathematics of operations research 49 (2024) 4, pp. 2492-2526
Persistent link: https://www.econbiz.de/10015197960
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Optimal consumption and investment with independent stochastic labor income
Bensoussan, Alain; Park, Seyoung - In: Mathematics of operations research 50 (2025) 1, pp. 356-389
Persistent link: https://www.econbiz.de/10015211707
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A policy gradient algorithm for the risk-sensitive exponential cost MDP
Moharrami, Mehrdad; Murthy, Yashaswini; Roy, Arghyadip; … - In: Mathematics of operations research 50 (2025) 1, pp. 431-458
Persistent link: https://www.econbiz.de/10015211728
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An economic order quantity model for Pareto distribution deterioration with linear demand under linearly time-dependent shortages
Sindhuja, S.; Arathi, P. - In: European journal of industrial engineering : EJIE 16 (2022) 4, pp. 418-441
Persistent link: https://www.econbiz.de/10013326387
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Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; … - In: Mathematics of operations research 35 (2010) 3, pp. 580-602
Persistent link: https://www.econbiz.de/10008660776
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On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Bertsimas, Dimitris; Goyal, Vineet - In: Mathematics of operations research 35 (2010) 2, pp. 284-305
Persistent link: https://www.econbiz.de/10003985683
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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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A stochastic portfolio optimization model with bounded memory
Chang, Mou-hsiung; Pang, Tao; Yang, Yipeng - In: Mathematics of operations research 36 (2011) 4, pp. 604-619
Persistent link: https://www.econbiz.de/10009405906
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Convergence of stationary points of sample average two-stage stochastic programs : a generalized equation approach
Ralph, Daniel; Xu, Huifu - In: Mathematics of operations research 36 (2011) 3, pp. 568-592
Persistent link: https://www.econbiz.de/10009300389