1 citations · 1 across the 4 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
math.OC2017
Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty
Ariel Neufeld, Mario Sikic
We study robust stochastic optimization problems in the quasi-sure setting in discrete-time. The strategies in the multi-period-case are restricted to those taking values in a disc…
math.PR2017
A simple characterization of tightness for convex solid sets of positive random variables
Pablo Koch-Medina, Cosimo Munari, Mario Šikić
We show that for a convex solid set of positive random variables to be tight, or equivalently bounded in probability, it is necessary and sufficient that it is radially bounded, i.…