Dynamic Stochastic Optimization

Optimization and Nonsmooth Analysis

1990 • 10,305 citations

Optimization of conditional value-at-risk

2000 • 5,891 citations

Stochastic Programming

1995 • 1,493 citations

Estimation of a multivariate density

1966 • 667 citations

Risk Theory: The Stochastic Basis of Insurance.

1978 • 120 citations

The Minimization of Semicontinuous Functions: Mollifier Subgradients

1995 • 112 citations

Derivatives of probability functions and some applications

1995 • 101 citations

Untitled

2000 • 82 citations

Sensitivity analysis of discrete event systems by the “push out” method

1992 • 54 citations

Stochastic quasigradient methods for optimization of discrete event systems

1992 • 53 citations

On nonsmooth and discontinuous problems of stochastic systems optimization

1997 • 52 citations

Challenges in stochastic programming

1996 • 52 citations

Differentiation of probability functions: The transformation method

1995 • 42 citations

Differentiation formulas for probability functions: The transformation method

1996 • 35 citations

Differentiability of probability function

1998 • 34 citations

?-concave functions and measures and their applications

1991 • 22 citations

General Equilibrium and Welfare Modeling in Spatial Continuum: A Practical Framework for Land Use Planning

2001 • 2 citations