most citedAlgorithms for Probabilistically-Constrained Models of Risk-Averse Stochastic Optimization with Black-Box Distributions

4 citations · 4 across the 1 of their papers we have counts for

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cs.DS2008★ 4 cited

Algorithms for Probabilistically-Constrained Models of Risk-Averse Stochastic Optimization with Black-Box Distributions

Chaitanya Swamy

We consider various stochastic models that incorporate the notion of risk-averseness into the standard 2-stage recourse model, and develop novel techniques for solving the algorith…