When can we improve on sample average approximation for stochastic optimization? (Q2661521): Difference between revisions

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-.1016/j.orl.2020.05.016
@@ Property / DOI: 10.1016/j.orl.2020.05.016 / rank @@
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+Stan
@@ Property / describes a project that uses: Stan / rank @@
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+MaRDI publication profile
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+W3040352281
@@ Property / OpenAlex ID: W3040352281 / rank @@
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@@ Property / arXiv ID @@
+.08334
@@ Property / arXiv ID: 1907.08334 / rank @@
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@@ Property / cites work @@
+Analyzing bagging
@@ Property / cites work: Analyzing bagging / rank @@
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@@ Property / cites work @@
+Q5488699
@@ Property / cites work: Q5488699 / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+Generating random correlation matrices based on vines and extended onion method
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk in portfolio optimization: coherent but fragile
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+Multivariate Density Estimation
@@ Property / cites work: Multivariate Density Estimation / rank @@
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@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
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@@ Property / cites work @@
+The sample average approximation method applied to stochastic routing problems: a computational study
+Normal rank
@@ Property / DOI @@
+.1016/J.ORL.2020.05.016
@@ Property / DOI: 10.1016/J.ORL.2020.05.016 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2661521