On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122): Difference between revisions

@@ Property / DOI @@
-.1007/s10589-012-9528-1
@@ Property / DOI: 10.1007/s10589-012-9528-1 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10589-012-9528-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2074780355
@@ Property / OpenAlex ID: W2074780355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3983138
@@ Property / cites work: Q3983138 / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive Monte Carlo algorithm for computing mixed logit estimators
+Normal rank
@@ Property / cites work @@
+A Sequential Sampling Procedure for Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Neuro-Dynamic Programming: An Overview and Recent Results
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable-number sample-path optimization
@@ Property / cites work: Variable-number sample-path optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815135
@@ Property / cites work: Q3815135 / rank @@
+Normal rank
@@ Property / cites work @@
+The sample average approximation method applied to stochastic routing problems: a computational study
+Normal rank
@@ Property / cites work @@
+Extensions of stochastic optimization results to problems with system failure probability functions
+Normal rank
@@ Property / cites work @@
+Effective diagonalization strategies for the solution of a class of optimal design problems
+Normal rank
@@ Property / cites work @@
+Stochastic decomposition. A statistical method for large scale stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Q3415748
@@ Property / cites work: Q3415748 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable-sample methods for stochastic optimization
+Normal rank
@@ Property / cites work @@
+Finding Optimal Material Release Times Using Simulation-Based Optimization
+Normal rank
@@ Property / cites work @@
+A Model Reference Adaptive Search Method for Global Optimization
+Normal rank
@@ Property / cites work @@
+Q4858094
@@ Property / cites work: Q4858094 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic linear programming. Models, theory, and computation
+Normal rank
@@ Property / cites work @@
+Optimization of algorithmic parameters using a meta-control approach
+Normal rank
@@ Property / cites work @@
+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
+Normal rank
@@ Property / cites work @@
+The interacting-particle algorithm with dynamic heating and cooling
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+A branch and bound method for stochastic global optimization
+Normal rank
@@ Property / cites work @@
+On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
+Normal rank
@@ Property / cites work @@
+On solving large-scale finite minimax problems using exponential smoothing
+Normal rank
@@ Property / cites work @@
+Consistent Approximations and Approximate Functions and Gradients in Optimal Control
+Normal rank
@@ Property / cites work @@
+Optimization. Algorithms and consistent approximations
+Normal rank
@@ Property / cites work @@
+Efficient sample sizes in stochastic nonlinear programming
+Normal rank
@@ Property / cites work @@
+Algorithms with adaptive smoothing for finite minimax problems
+Normal rank
@@ Property / cites work @@
+Optimality functions in stochastic programming
@@ Property / cites work: Optimality functions in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Implementable algorithm for stochastic optimization using sample average approximations
+Normal rank
@@ Property / cites work @@
+Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems
+Normal rank
@@ Property / cites work @@
+Q4828558
@@ Property / cites work: Q4828558 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of stochastic programs
@@ Property / cites work: Asymptotic analysis of stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A simulation-based approach to two-stage stochastic programming with recourse
+Normal rank
@@ Property / cites work @@
+Convergence Analysis of Stochastic Algorithms
@@ Property / cites work: Convergence Analysis of Stochastic Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Search and Optimization
+Normal rank
@@ Property / cites work @@
+Smoothing method for minimax problems
@@ Property / cites work: Smoothing method for minimax problems / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10589-012-9528-1
@@ Property / DOI: 10.1007/S10589-012-9528-1 / rank @@
+Normal rank