7 citations · 19 across the 15 of their papers we have counts for
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math.OC2018★ 7 cited
A Single Time-Scale Stochastic Approximation Method for Nested Stochastic Optimization
Saeed Ghadimi, Andrzej Ruszczyński, Mengdi Wang
We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not ava…
math.OC2018
Risk Forms: Representation, Disintegration, and Application to Partially Observable Two-Stage Systems
Darinka Dentcheva, Andrzej Ruszczynski
We introduce the concept of a risk form, which is a real functional of two arguments: a measurable function on a Polish space and a measure on that space. We generalize the duality…