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Gabriela Martinez
Information about the author Gabriela Martinez will soon be added to the site.
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2 papers
in total
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Augmented Lagrangian method for probabilistic optimization
2012
We analyze nonlinear stochastic optimization problems with probabilistic constraints...
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
2012
We consider two‐stage risk‐averse stochastic optimization problems with...
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