With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused o…
This paper begins with the review of a class of strictly convex quadratic programs (QPs) with bounded variables solvable by the parametric principal pivoting algorithm with strongly polynomial com…
This paper proposes the use of a variant of the conditional value-at-risk (CVaR) risk measure, called the interval conditional value-at-risk (In-CVaR), for the treatment of outliers in statistical …
This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex programming-based sampl…
This paper has two main goals: (a) establish several statistical properties—consistency, asymptotic distributions, and convergence rates—of stationary solutions and values of a class of coupled…
This paper presents an exact penalization theory of the generalized Nash equilibrium problem (GNEP) that has its origin from the renowned Arrow–Debreu general economic equilibrium model. Whereas …