Expected utility, penalty functions, and duality in stochastic nonlinear programming

A Unified Continuous Optimization Framework for Center-Based Clustering Methods

The Journal of Machine Learning Research

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

Operations Research

Distributionally Robust Optimization and Its Tractable Approximations

Operations Research

Brief An algorithm for constrained nonlinear optimization under uncertainty

Automatica (Journal of IFAC)

Large deviations bounds for estimating conditional value-at-risk

Operations Research Letters

Symmetric QP and linear programming under primal-dual uncertainty

Operations Research Letters

Entropy Coherent and Entropy Convex Measures of Risk

Mathematics of Operations Research