Pages that link to "Item:Q1290606"
From MaRDI portal
The following pages link to A simulation-based approach to two-stage stochastic programming with recourse (Q1290606):
Displaying 50 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Tactical berth allocation under uncertainty (Q320125) (← links)
- Supplier selection in the processed food industry under uncertainty (Q322981) (← links)
- Stochastic uncapacitated hub location (Q421562) (← links)
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity (Q547125) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Sample size selection in optimization methods for machine learning (Q715253) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- Efficient sample sizes in stochastic nonlinear programming (Q929602) (← links)
- Variable-number sample-path optimization (Q959964) (← links)
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space (Q976221) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Online stochastic optimization under time constraints (Q1958625) (← links)
- Transportation outsourcing problems considering feasible probabilities under stochastic demands (Q2026971) (← links)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Prescriptive analytics for a multi-shift staffing problem (Q2098065) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
- Iteratively sampling scheme for stochastic optimization with variable number sample path (Q2157906) (← links)
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Speculative production and anticipative reservation of reactive capacity by a multi-product newsvendor (Q2275597) (← links)
- Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables (Q2284466) (← links)
- A two-stage stochastic model for maintenance and rehabilitation planning of pavements (Q2298367) (← links)
- Wasserstein distributionally robust shortest path problem (Q2301929) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- The workload balancing problem at air cargo terminals (Q2432093) (← 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)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- A stochastic programming approach for supply chain network design under uncertainty (Q2484345) (← links)
- Event tree based sampling (Q2496018) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Two-stage stochastic problems with correlated normal variables: computational experiences (Q2507407) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Optimal threshold levels in stochastic fluid models via simulation-based optimization (Q2643631) (← links)
- Product-line planning under uncertainty (Q2669674) (← links)
- An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization (Q2815429) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
