SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimization of PDEs with Uncertain Inputs
16 references·2 citing·25 second hop
Optimization of PDEs with Uncertain Inputs (2018)Optimization of PDEs with Uncertain InputsDistributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Stochastic Programming (2010)Stochastic ProgrammingSpectral Methods for Uncertainty Quantification (2010)Spectral Methods for Uncertai…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Robust Optimization (2009)Robust OptimizationA Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)A Sparse Grid Stochastic Coll…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Modeling uncertainty in flow simulations via generalized polynomial chaos (2003)Modeling uncertainty in flow …Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Coherent Measures of Risk (1999)Coherent Measures of RiskIntroduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*A Stochastic Approximation Method (1951)A Stochastic Approximation Me…HIGH-DIMENSIONAL STOCHASTIC DESIGN OPTIMIZATION UNDER DEPENDENT RANDOM VARIABLES BY A DIMENSIONALLY DECOMPOSED GENERALIZED POLYNOMIAL CHAOS EXPANSION (2023)HIGH-DIMENSIONAL STOCHASTIC D…Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk (2022)Surrogate modeling for effici…Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Recent advances in robust optimization: An overview (2013)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Some aspects of the sequential design of experiments (1952)Stochastic Estimation of the Maximum of a Regression Function (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Modeling and Forecasting Realized Volatility (2003)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1951A Stochastic Approximation Method9,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2009Robust Optimization3,008 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 2010Stochastic Programming2,228 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 2003Modeling uncertainty in flow simulations via generalized polynomial chaos1,428 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 2010Spectral Methods for Uncertainty Quantification953 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2008A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

942 cited

Cited by

  • 2022Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk19 cited
  • 2023HIGH-DIMENSIONAL STOCHASTIC DESIGN OPTIMIZATION UNDER DEPENDENT RANDOM VARIABLES BY A DIMENSIONALLY DECOMPOSED GENERALIZED POLYNOMIAL CHAOS EXPANSION7 cited