Pages that link to "Item:Q1363424"
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The following pages link to Sample-path optimization of convex stochastic performance functions (Q1363424):
Displaying 30 items.
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
- Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing (Q833427) (← links)
- A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
- Efficient sample sizes in stochastic nonlinear programming (Q929602) (← links)
- Variable-number sample-path optimization (Q959964) (← links)
- Approximations of Nash equilibria (Q959971) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- Single sample path-based optimization of Markov chains (Q1289394) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- An alternating variable method with varying replications for simulation response optimization (Q1770651) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Optimal crashing of an activity network with disruptions (Q2149579) (← links)
- Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
- A stochastic quasi-Newton method for simulation response optimization (Q2491766) (← 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)
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces (Q5060518) (← links)
- Hybrid Approach to Design Optimisation: Preserve Accuracy, Reduce Dimensionality (Q5422950) (← links)
- Simulation optimization: a review of algorithms and applications (Q5919176) (← links)
- Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network (Q6109813) (← links)
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty (Q6114962) (← links)
