Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780): Difference between revisions

@@ Property / describes a project that uses @@
+SUTIL
@@ Property / describes a project that uses: SUTIL / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2002946775
@@ Property / OpenAlex ID: W2002946775 / rank @@
+Normal rank
@@ Property / cites work @@
+On a New Collection of Stochastic Linear Programming Test Problems
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Chance-constrained problems and rare events: an importance sampling approach
+Normal rank
@@ Property / cites work @@
+A Sequential Sampling Procedure for Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+Parallel processors for planning under uncertainty
+Normal rank
@@ Property / cites work @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Parallel Processing and Applied Mathematics
@@ Property / cites work: Parallel Processing and Applied Mathematics / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+On bandwidth choice for density estimation with dependent data
+Normal rank
@@ Property / cites work @@
+Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
+Normal rank
@@ Property / cites work @@
+On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
+Normal rank
@@ Property / cites work @@
+Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
+Normal rank
@@ Property / cites work @@
+Variance reduction in sample approximations of stochastic programs
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+Stopping Rules for a Class of Sampling-Based Stochastic Programming Algorithms
+Normal rank
@@ Property / cites work @@
+Computationally Efficient Nonparametric Importance Sampling
+Normal rank
@@ Property / cites work @@
+Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+General state space Markov chains and MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Analysis of stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+A simulation-based approach to two-stage stochastic programming with recourse
+Normal rank
@@ Property / cites work @@
+Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Nonparametric Importance Sampling
@@ Property / cites work: Nonparametric Importance Sampling / rank @@
+Normal rank