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Guy Cohen
Information about the author Guy Cohen will soon be added to the site.
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3 papers
in total
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Gradient‐based simulation optimization under probability constraints
2011
We study optimization problems subject to possible fatal failures. The probability of...
Dynamic consistency for stochastic optimal control problems
2012
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
On the convergence of the algorithm for bilevel programming problems by Clegg and Smith
2002
In Clegg and Smith and Battye et al . Smith and colleagues present an algorithm for...
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