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Mirror descent stochastic approximation for computing worst-case stochastic input models.

, and . WSC, page 425-436. IEEE/ACM, (2015)

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On Sampling Rates in Simulation-Based Recursions., , , and . SIAM J. Optimization, 28 (1): 45-73 (2018)Managing uncertainty in electricity generation and demand forecasting., , , , , , , , and . IBM J. Res. Dev., (2016)Mirror descent stochastic approximation for computing worst-case stochastic input models., and . WSC, page 425-436. IEEE/ACM, (2015)A rate result for simulation optimization with conditional value-at-risk constraints.. WSC, page 615-620. WSC, (2008)Low-storage online estimators for quantiles and densities., and . WSC, page 778-789. IEEE, (2013)Accelerating splitting algorithms for power grid reliability estimation., , and . WSC, page 1757-1768. IEEE, (2016)A Class of Geometric Structures in Transfer Learning: Minimax Bounds and Optimality., , , and . AISTATS, volume 151 of Proceedings of Machine Learning Research, page 3794-3820. PMLR, (2022)Computing worst-case tail probabilities in credit risk., and . WSC, page 246-254. IEEE Computer Society, (2006)Polyhedral sampling for multiattribute preference elicitation., and . EC, page 256-257. ACM, (2003)C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions., and . INFORMS J. Comput., 24 (2): 295-310 (2012)