Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298): Difference between revisions

@@ Property / cites work @@
+Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
+Normal rank
@@ Property / cites work @@
+On a New Collection of Stochastic Linear Programming Test Problems
+Normal rank
@@ Property / cites work @@
+Assessing solution quality in stochastic programs
@@ Property / cites work: Assessing solution quality in stochastic programs / rank @@
+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 @@
+Level bundle-like algorithms for convex optimization
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Sampling Strategies for Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Optimization Methods for Large-Scale Machine Learning
+Normal rank
@@ Property / cites work @@
+Concentration Inequalities
@@ Property / cites work: Concentration Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4907706
@@ Property / cites work: Q4907706 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem
+Normal rank
@@ Property / cites work @@
+Scenario generation for stochastic optimization problems via the sparse grid method
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
+Normal rank
@@ Property / cites work @@
+Linear Programming under Uncertainty
@@ Property / cites work: Linear Programming under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Testing successive regression approximations by large-scale two-stage problems
+Normal rank
@@ Property / cites work @@
+Variable-number sample-path optimization
@@ Property / cites work: Variable-number sample-path optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Nemirovski's Inequalities Revisited
@@ Property / cites work: Nemirovski's Inequalities Revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic quasigradient methods for optimization of discrete event systems
+Normal rank
@@ Property / cites work @@
+stochastic quasigradient methods and their application to system optimization<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Solving two-stage stochastic programming problems with level decomposition
+Normal rank
@@ Property / cites work @@
+The Allocation of Aircraft to Routes—An Example of Linear Programming Under Uncertain Demand
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation-based confidence bounds for two-stage stochastic programs
+Normal rank
@@ Property / cites work @@
+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
+Normal rank
@@ Property / cites work @@
+Stochastic decomposition. A statistical method for large scale stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Variable-sample methods for stochastic optimization
+Normal rank
@@ Property / cites work @@
+Randomized quasi-Monte Carlo: an introduction for practitioners
+Normal rank
@@ Property / cites work @@
+A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
+Normal rank
@@ Property / cites work @@
+Probability in Banach spaces. Isoperimetry and processes
+Normal rank
@@ Property / cites work @@
+New variants of bundle methods
@@ Property / cites work: New variants of bundle methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q3809581
@@ Property / cites work: Q3809581 / rank @@
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
+Normal rank
@@ Property / cites work @@
+Improving the performance of stochastic dual dynamic programming
+Normal rank
@@ Property / cites work @@
+A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
+Normal rank
@@ Property / cites work @@
+Q2752037
@@ Property / cites work: Q2752037 / rank @@
+Normal rank
@@ Property / cites work @@
+Anthithetic-variate splitting for steady-state simulations
+Normal rank
@@ Property / cites work @@
+Foundations and methods of stochastic simulation. A first course
+Normal rank
@@ Property / cites work @@
+Introductory lectures on convex optimization. A basic course.
+Normal rank
@@ Property / cites work @@
+Lectures on convex optimization
@@ Property / cites work: Lectures on convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Level bundle methods for oracles with on-demand accuracy
+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 Sampling Rates in Simulation-Based Recursions
@@ Property / cites work: On Sampling Rates in Simulation-Based Recursions / rank @@
+Normal rank
@@ Property / cites work @@
+Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem
+Normal rank
@@ Property / cites work @@
+Efficient sample sizes in stochastic nonlinear programming
+Normal rank
@@ Property / cites work @@
+Q3028166
@@ Property / cites work: Q3028166 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear programming methods in the presence of noise
+Normal rank
@@ Property / cites work @@
+Analysis of Sample-Path Optimization
@@ Property / cites work: Analysis of Sample-Path Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On sample size control in sample average approximations for solving smooth stochastic programs
+Normal rank
@@ Property / cites work @@
+Optimal Budget Allocation for Sample Average Approximation
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Optimal Solutions in Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Q2925334
@@ Property / cites work: Q2925334 / rank @@
+Normal rank
@@ Property / cites work @@
+A simulation-based approach to two-stage stochastic programming with recourse
+Normal rank
@@ Property / cites work @@
+On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
+Normal rank
@@ Property / cites work @@
+ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Simulations Using Latin Hypercube Sampling
+Normal rank
@@ Property / cites work @@
+Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Sharper bounds for Gaussian and empirical processes
+Normal rank
@@ Property / cites work @@
+Integer-Ordered Simulation Optimization using R-SPLINE
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
+Normal rank
@@ Property / cites work @@
+A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
+Normal rank
@@ Property / OpenAlex ID @@
+W3151499891
@@ Property / OpenAlex ID: W3151499891 / rank @@
+Normal rank