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1. Exactness Results

2. Optimality of QPLEX Iterates

3. Optimality of Information Iterates

4. Introduction to Foundations

5. Introduction to Graphical QPLEX Calculus

6. Graphical QPLEX Calculus with Distributional Programs

7. Information Structure

8. Efficient Calculation for Distributional Programs

9. Subsystem QPLEX Calculus

10. Advanced Transition Dynamics

11. Models with Advanced Transition Dynamics

12. Conditional Independence

13. Conditional and Joint Probabilities

14. First Look at QPLEX

15. Models with Simple Transition Dynamics

16. Simple Transition Dynamics

17. Introduction to QPLEX Modeling and Calculus

18. Preliminaries

19. Applications of Point Process Convergence

20. Infinite-Variance Central Limit Theory

21. Point Process Convergence for Regularly Varying Sequences

22. Self-Normalization, Sample Autocorrelations and the Extremogram

23. Regularly Varying Random Variables and Vectors

24. Clusters of Extremes

25. Regularly Varying Time Series

26. Examples of Regularly Varying Stationary Processes

27. Introduction

28. The IID Univariate Benchmark

29. Risk-Averse Control of Markov Systems

30. Numerical Methods for Problems with Stochastic Dominance Constraints

31. Optimization of Measures of Risk

32. Multivariate and Sequential Stochastic Orders

33. Dynamic Risk Optimization

34. Measures of Risk

35. Optimization with Stochastic Dominance Constraints

36. Elements of the Utility Theory

37. A Multi-dimensional Newsboy Problem with Substitution

38. Multistage Models

39. Service Network Design

40. High-Dimensional Dependent Randomness

41. Uncertainty in Optimization

42. Information Structures and Feasibility

43. Scenario Tree Generation

44. Modeling the Objective Function

45. Full Stability of Local Minimizers

46. Full Stability in PDE Optimal Control

47. Second-Order Numerical Variational Analysis

48. Variational Convexity in Optimization

49. Lipschitzian Stability via Second-Order Subdifferentials

50. Full Stability in Variational Systems

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