Pages that link to "Item:Q2784421"
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The following pages link to The Sample Average Approximation Method for Stochastic Discrete Optimization (Q2784421):
Displayed 50 items.
- Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk (Q2656539) (← links)
- Single observation adaptive search for discrete and continuous stochastic optimization (Q2661541) (← links)
- Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints (Q2661625) (← links)
- On complexity of multistage stochastic programs under heavy tailed distributions (Q2661635) (← links)
- Multi-period stochastic programming models for two-tiered emergency medical service system (Q2664331) (← links)
- An index-based deterministic convergent optimal algorithm for constrained multi-armed bandit problems (Q2665165) (← links)
- Railway disruption management: designing bus bridging services under uncertainty (Q2668706) (← links)
- Minimum penalty perturbation heuristics for curriculum-based timetables subject to multiple disruptions (Q2668751) (← links)
- Distributionally robust facility location with bimodal random demand (Q2669477) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- Product-line planning under uncertainty (Q2669674) (← links)
- A sample average approximation approach for the stochastic dial-a-ride problem on a multigraph with user satisfaction (Q2672126) (← links)
- Inventory availability commitment under uncertainty in a dropshipping supply chain (Q2672141) (← links)
- Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
- Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes (Q2696926) (← links)
- The Data-Driven Newsvendor Problem: New Bounds and Insights (Q2797452) (← links)
- An Approximate Dynamic Programming Algorithm for Monotone Value Functions (Q2797467) (← links)
- The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information (Q2806068) (← links)
- On modification of population-based search algorithms for convergence in stochastic combinatorial optimization (Q2808309) (← links)
- Statistical Optimization in High Dimensions (Q2830768) (← links)
- SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q2911578) (← links)
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Transport Map Accelerated Markov Chain Monte Carlo (Q3176240) (← links)
- Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
- Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
- Robust Quadratic Programming with Mixed-Integer Uncertainty (Q3386756) (← links)
- Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty (Q3387962) (← links)
- Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (Q3458751) (← links)
- Optimization of Industrial-Scale Assemble-to-Order Systems (Q3458752) (← links)
- Benders Decomposition for Production Routing Under Demand Uncertainty (Q3465587) (← links)
- Chance-Constrained Programming Models and Approximations for General Stochastic Bottleneck Spanning Tree Problems (Q3466775) (← links)
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
- Adaptive random search for continuous simulation optimization (Q3588809) (← links)
- (Q3604331) (← links)
- Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223) (← links)
- Consistency of the Scenario Approach (Q4600842) (← links)
- Approximation Algorithms for Stochastic and Risk-Averse Optimization (Q4601213) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662) (← links)
- A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
- Discrete stochastic optimization using variants of the stochastic ruler method (Q4680429) (← links)
- Approximation Algorithms for a Class of Stochastic Selection Problems with Reward and Cost Considerations (Q4971383) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand (Q4971563) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)