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Mathematics

Stochastic Dominance
Stochastic Programming
Optimization Problem
Stochastic Optimization
Decomposition Method
Probabilistic Programming
Utility Function
Probabilistic Constraints
Convex Optimization
Risk Measures
Discrete Distributions
Augmented Lagrangians
Optimization
Linear programming
Duality Theory
Formulation
Utility Theory
Augmented Lagrangian
Coherent Risk Measures
Branch and Bound Method
Portfolio Optimization
Efficient Points
Subgradient Method
Optimality
Lagrangian Method
Subgradient
Aggregation
Convex Analysis
Expected Utility
Linearization Method
Risk Aversion
First-order
Approximation
Probability Distribution
Model
Dynamic Optimization
Stochastic Methods
Cutting Plane Method
Duality
Decompose
Control Problem
Integer
Linearization
Convex Programming
Optimality Conditions
Dynamic Programming
Stochastic Control
Composite
Nonsmooth Optimization
Lagrange multipliers

Engineering & Materials Science

Stochastic programming
Linear programming
Convex optimization
Decomposition
Branch and bound method
Probability distributions
Integer programming
Linearization
Lagrange multipliers
Random variables
Dynamic programming
Agglomeration
Markov processes
Approximation algorithms
Supply chains
Hilbert spaces
Costs

Business & Economics

Optimization problem
Decomposition