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Uma Ravat
Publication Activity (10 Years)
Years Active: 2010-2017
Publications (10 Years): 1
Top Topics
Complementarity Problems
Risk Management
Robust Optimization
Semidefinite
Top Venues
Math. Program.
Optim. Methods Softw.
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Publications
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Uma Ravat
,
Uday V. Shanbhag
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems.
Math. Program.
165 (1) (2017)
Uma Ravat
,
Uday V. Shanbhag
,
Richard B. Sowers
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions.
Optim. Methods Softw.
29 (4) (2014)
Uma Ravat
,
Uday V. Shanbhag
On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games.
SIAM J. Optim.
21 (3) (2011)
Uma Ravat
,
Uday V. Shanbhag
On the characterization of solution sets of smooth and nonsmooth stochastic Nash games.
ACC
(2010)