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Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet; Liu, Yifan - In: Operations research 64 (2016) 6, pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
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On synchronous, asynchronous, and randomized best-response schemes for stochastic nash games
Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-shi; Sen, … - In: Mathematics of operations research 45 (2020) 1, pp. 157-190
Persistent link: https://www.econbiz.de/10012183026
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Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.; Reynolds, Stanley S.; Sen, Suvrajeet - In: Journal of economic dynamics & control 31 (2007) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
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Stochastic scenario decomposition for multistage stochastic programs
Higle, Julia L.; Rayco, Brenda; Sen, Suvrajeet - In: IMA journal of management mathematics 21 (2010) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10003984204
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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
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Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.; Huang, Rachel J.; Shih, Pai-ta - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
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Almost marginal conditional stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
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Bivariate almost stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405
Persistent link: https://www.econbiz.de/10010436193
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A comparative study of decomposition algorithms for stochastic combinatorial optimization
Ntaimo, Lewis; Sen, Suvrajeet - In: Computational optimization and applications : an … 40 (2008) 3, pp. 299-319
Persistent link: https://www.econbiz.de/10003746228
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Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177-208
Persistent link: https://www.econbiz.de/10001755397