Skip to main content
SpringerLink
Log in

Special Issue: On the interface between optimization and probability

  • Preface
  • Series B
  • Published:
Mathematical Programming Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  1. Burke, J.V., Chen, X., Sun, H.: The subdifferential of measurable composite max integrands and smoothing approximation. Math. Program. 181(2), 229–264 (2020)

    Google Scholar 

  2. de Klerk, E., Kuhn, D., Postek, K.: Distributionally robust optimization with polynomial densities: theory, models and algorithms. Math. Program. 181(2), 265–296 (2020)

    Google Scholar 

  3. Dentcheva, D., Ruszczyński, A.: Risk forms: representation, disintegration, and application to partially observable two-stage systems. Math. Program. 181(2), 297–317 (2020)

    Google Scholar 

  4. Embrechts, P., Liu, H., Mao, T., Wang, R.: Quantile-based risk sharing with heterogeneous beliefs. Math. Program. 181(2), 319–347 (2020)

  5. Gürbüzbalaban, M., Ozdaglar, A., Vanli, N.D., Wright, S.J.: Randomness and permutations in coordinate descent methods. Math. Program. 181(2), 349–376 (2020)

    Google Scholar 

  6. Pichler, A., Schlotter, R.: Martingale characterizations of risk-averse stochastic optimization problems. Math. Program. 181(2), 377–403 (2020)

    Google Scholar 

  7. Pohl, M., Ristig, A., Schachermayer, W., Tangpi, L.: Theoretical and empirical analysis of trading activity. Math. Program. 181(2), 405–434 (2020)

    Google Scholar 

  8. Rockafellar, R.T., Sun, J.: Solving Lagrangian variational inequalities with applications to stochastic programming. Math. Program. 181(2), 435–451 (2020)

    Google Scholar 

  9. Rockafellar, R.T., Uryasev, S.: Minimizing buffered probability of exceedance by progressive hedging. Math. Program. 181(2), 453–472 (2020)

    Google Scholar 

  10. van Beesten, E.R., Romeijnders, W.: Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. Math. Program. 181(2), 473–507 (2020)

    Google Scholar 

  11. Sun, J., Yang, X., Yao, Q., Zhang, M.: Risk minimization, regret minimization and progressive hedging algorithms. Math. Program. 181(2), 509–530 (2020)

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Wiedner Hauptstraße 8/E105-4, 1040, Vienna, Austria

    Raimund Kovacevic

  2. Department of Mathematics, University of California, Davis California Ave, Davis, CA, 95616, USA

    Roger J-B Wets

  3. School of Management, Technical University of Munich, Arcisstraße 21, 80333, Munich, Germany

    David Wozabal

Authors
  1. Raimund Kovacevic
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Roger J-B Wets
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. David Wozabal
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to David Wozabal.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Kovacevic, R., Wets, R.JB. & Wozabal, D. Special Issue: On the interface between optimization and probability. Math. Program. 181, 225–228 (2020). https://doi.org/10.1007/s10107-020-01521-1

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10107-020-01521-1

Search

Navigation