Pages that link to "Item:Q1770258"

The following pages link to Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258):

Displaying 29 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
• A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536) (← links)
• On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
• Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
• Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
• Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
• Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• Integrating stochastic programming and decision tree techniques in land conversion problems (Q2507415) (← links)
• Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
• ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)