Implementable algorithm for stochastic optimization using sample average approximations (Q852151): Difference between revisions

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+Elijah Polak
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+Optimization Toolbox
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+Matlab
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+Time-variant reliability-based structural optimization using sorm
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+Q3893678
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+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
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+Q3818809
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+Q3780804
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+Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables
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+Q2782517
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+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
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+Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
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+Q4858094
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+A simulation-based approach to two-stage stochastic programming with recourse
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+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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+Q4762525
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+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
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+Optimization. Algorithms and consistent approximations
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+https://doi.org/10.1023/b:jota.0000041734.06199.71
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