The sample average approximation method applied to stochastic routing problems: a computational study
From MaRDI portal
Publication:1866135
DOI10.1023/A:1021814225969zbMath1094.90029WikidataQ89211408 ScholiaQ89211408MaRDI QIDQ1866135
Nemhauser, George I., Alexander Shapiro, Shabbir Ahmed, Bram Verweij, Anton J. Kleywegt
Publication date: 3 April 2003
Published in: Computational Optimization and Applications (Search for Journal in Brave)
stochastic optimization; stochastic programming; shortest path; traveling salesman; stochastic routing
Related Items
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, An arc-exchange decomposition method for multistage dynamic networks with random arc capacities, Using parallel \& distributed computing for real-time solving of vehicle routing problems with stochastic demands, On risk-averse maximum weighted subgraph problems, An optimal method for stochastic composite optimization, Constrained shortest path with uncertain transit times, A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity, Integrated supply chain planning under uncertainty using an improved stochastic approach, Validation analysis of mirror descent stochastic approximation method, Decomposition-based exact algorithms for risk-constrained traveling salesman problems with discrete random arc costs, Commitment under uncertainty: Two-stage stochastic matching problems, A two-stage stochastic programming model for transportation network protection, Sales and operations planning in systems with order configuration uncertainty, Stochastic programming approach to optimization under uncertainty, A comparative study of decomposition algorithms for stochastic combinatorial optimization, A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling, The sample average approximation method for empty container repositioning with uncertainties, Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem, A smooth penalty-based sample average approximation method for stochastic complementarity problems, A solution method for a two-dispatch delivery problem with stochastic customers, On sample size control in sample average approximations for solving smooth stochastic programs, The workload balancing problem at air cargo terminals, A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming, A sample average approximation method based on a D-gap function for stochastic variational inequality problems, A stochastic programming approach for supply chain network design under uncertainty, On complexity of multistage stochastic programs, Stochastic Shortest Path Problem with Delay Excess Penalty, Simulation-Based Optimality Tests for Stochastic Programs, Reformulation and sampling to solve a stochastic network interdiction problem, Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation