Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to ob...
We present a time-stepping method to simulate rigid multibody dynamics with inelastic collision, contact, and friction. The method progresses with fixed time step without backtrac...
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...