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Rui Peng Liu
ORCID
Publication Activity (10 Years)
Years Active: 2020-2022
Publications (10 Years): 3
Top Topics
Multistage
Stochastic Programming
Sample Average Approximation
Risk Averse
Top Venues
SIAM J. Optim.
Oper. Res.
Eur. J. Oper. Res.
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Publications
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Alois Pichler
,
Rui Peng Liu
,
Alexander Shapiro
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping.
Oper. Res.
70 (4) (2022)
Rui Peng Liu
On Feasibility of Sample Average Approximation Solutions.
SIAM J. Optim.
30 (3) (2020)
Rui Peng Liu
,
Alexander Shapiro
Risk neutral reformulation approach to risk averse stochastic programming.
Eur. J. Oper. Res.
286 (1) (2020)