Pages that link to "Item:Q1207838"

The following pages link to Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838):

Displaying 43 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints (Q320803) (← links)
• The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
• Integrated network capacity expansion and traffic signal optimization problem: Robust bi-level dynamic formulation (Q613549) (← links)
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
• Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
• A hybrid inexact-stochastic water management model (Q1296069) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
• Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
• Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
• Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
• ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty (Q1731536) (← links)
• Multi-service multi-facility network design under uncertainty (Q1761754) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• A scalable solution framework for stochastic transmission and generation planning problems (Q1789560) (← links)
• Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• Planning of municipal solid waste management systems under dual uncertainties: a hybrid interval stochastic programming approach (Q2001943) (← links)
• Multistage scenario-based interval-stochastic programming for planning water resources allocation (Q2001948) (← links)
• Identification of optimal plans for municipal solid waste management in an environment of fuzziness and two-layer randomness (Q2002005) (← links)
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614) (← links)
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Confidence level solutions for stochastic programming (Q2440765) (← links)
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
• Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs (Q2450627) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• Assessing solution quality in stochastic programs (Q2502212) (← links)
• Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• Stochastic programming for funding mortgage pools (Q3593603) (← links)
• Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
• Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
• (Q4917841) (← links)
• Optimal Power Flow in Distribution Networks Under <i>N</i> – 1 Disruptions: A Multistage Stochastic Programming Approach (Q5085985) (← links)
• Efficient Stochastic Programming in Julia (Q5106388) (← links)
• The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)