Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse   The vast majority of the literature on stochastic semidefinite programs
(stochastic SDPs) with recourse is concerned with risk-neutral models. In this
paper, we introduce mean-risk models for stochastic SDPs and study structural
properties as convexity and (Lipschitz) continuity. Special emphasis is placed
on stability with respect to changes of the underlying probability
distribution. Perturbations of the true distribution may arise from incomplete
information or working with (finite discrete) approximations for the sake of
computational efficiency. We discuss extended formulations for stochastic SDPs
under finite discrete distributions, which turn out to be deterministic
(mixed-integer) SDPs that are (almost) block-structured for many popular risk
measures.

20
The categories of this paper are: acc-phys
16
The categories of this paper are: stat
3
The categories of this paper are: physics
35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
17
The categories of this paper are: q-fin
23
The categories of this paper are: solv-int
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin
29
The categories of this paper are: funct-an
30
The categories of this paper are: q-alg
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th