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Mathematical Programming, Volume 191
Volume 191, Number 1, January 2022
- Tito Homem-de-Mello
, Milos Kopa, David P. Morton:
Special Issue: Topics in Stochastic Programming. 1-5 - Nilay Noyan
Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design. 7-45 - Alois Pichler
Quantitative stability analysis for minimax distributionally robust risk optimization. 47-77 - Weijun Xie
Optimized Bonferroni approximations of distributionally robust joint chance constraints. 79-112 - Jingnan Fan, Andrzej Ruszczynski
Process-based risk measures and risk-averse control of discrete-time systems. 113-140 - Jamie Fairbrother
Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure. 141-182 - René Henrion, Werner Römisch
Problem-based optimal scenario generation and reduction in stochastic programming. 183-205 - Napat Rujeerapaiboon
Scenario reduction revisited: fundamental limits and guarantees. 207-242 - Simone Garatti
Risk and complexity in scenario optimization. 243-279 - Arnab Sur, John R. Birge:
Asymptotic behavior of solutions: An application to stochastic NLP. 281-306 - Dirk Banholzer, Jörg Fliege
On rates of convergence for sample average approximations in the almost sure sense and in mean. 307-345 - Merve Bodur
Two-stage linear decision rules for multi-stage stochastic programming. 347-380 - Leonardo Lozano
A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs. 381-404 - Andrea Lodi
Nonlinear chance-constrained problems with applications to hydro scheduling. 405-444
Volume 191, Number 2, February 2022
- Alex L. Wang
The generalized trust region subproblem: solution complexity and convex hull results. 445-486 - Evan DeCorte, Fernando Mário de Oliveira Filho, Frank Vallentin
Complete positivity and distance-avoiding sets. 487-558 - Yuri Faenza, Gonzalo Muñoz
New limits of treewidth-based tractability in optimization. 559-594 - Utkan Onur Candogan
Convex graph invariant relaxations for graph edit distance. 595-629 - Patrick R. Johnstone, Jonathan Eckstein
Projective splitting with forward steps. 631-670 - Derek Driggs
Accelerating variance-reduced stochastic gradient methods. 671-715 - Guanghui Lan:
Complexity of stochastic dual dynamic programming. 717-754 - Shabbir Ahmed, Filipe Goulart Cabral
Stochastic Lipschitz dynamic programming. 755-793 - Simon Bruggmann
An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint. 795-845 - José R. Correa
Performance guarantees of local search for minsum scheduling problems. 847-869 - Adriana Kiszka, David Wozabal
A stability result for linear Markovian stochastic optimization problems. 871-906 - Loïc Bourdin, Gaurav Dhar
Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon. 907-951 - Aaron Bernstein, Yann Disser
General bounds for incremental maximization. 953-979 - Grigoriy Blekherman
Sparse PSD approximation of the PSD cone. 981-1004 - Quoc Tran-Dinh
A hybrid stochastic optimization framework for composite nonconvex optimization. 1005-1071
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