Volume 181, Issue 2

Search all Mathematical Programming articles

June 2020

Special Issue: On the interface between optimization and probability

Issue Editors:

Raimund M. Kovacevic,
Roger J-B Wets,
David Wozabal

12 articles in this issue

Special Issue: On the interface between optimization and probability
Raimund Kovacevic
Roger J-B Wets
David Wozabal
Preface 27 May 2020 Pages: 225 - 228
The subdifferential of measurable composite max integrands and smoothing approximation
James V. Burke
Xiaojun Chen
Hailin Sun
Full Length Paper 24 October 2019 Pages: 229 - 264
Distributionally robust optimization with polynomial densities: theory, models and algorithms
Etienne de Klerk
Daniel Kuhn
Krzysztof Postek
Full Length Paper 06 September 2019 Pages: 265 - 296
Risk forms: representation, disintegration, and application to partially observable two-stage systems
Darinka Dentcheva
Andrzej Ruszczyński
Full Length Paper 18 February 2019 Pages: 297 - 317
Quantile-based risk sharing with heterogeneous beliefs
Paul Embrechts
Haiyan Liu
Ruodu Wang
Full Length Paper 13 July 2018 Pages: 319 - 347
Randomness and permutations in coordinate descent methods
Mert Gürbüzbalaban
Asuman Ozdaglar
Stephen J. Wright
Full Length Paper 30 September 2019 Pages: 349 - 376
Martingale characterizations of risk-averse stochastic optimization problems
Alois Pichler
Ruben Schlotter
Full Length Paper 27 March 2019 Pages: 377 - 403
Theoretical and empirical analysis of trading activity
Mathias Pohl
Alexander Ristig
Ludovic Tangpi
Full Length Paper Open access 26 October 2018 Pages: 405 - 434
Solving Lagrangian variational inequalities with applications to stochastic programming
R. Tyrrell Rockafellar
Jie Sun
Full Length Paper 08 January 2020 Pages: 435 - 451
Minimizing buffered probability of exceedance by progressive hedging
R. Tyrrell Rockafellar
Stan Uryasev
Full Length Paper 13 January 2020 Pages: 453 - 472
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
E. Ruben van Beesten
Ward Romeijnders
Full Length Paper Open access 09 September 2019 Pages: 473 - 507
Risk minimization, regret minimization and progressive hedging algorithms
Jie Sun
Xinmin Yang
Min Zhang
Full Length Paper 11 February 2020 Pages: 509 - 530

Volume 181, Issue 2

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