Pages that link to "Item:Q2502212"
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The following pages link to Assessing solution quality in stochastic programs (Q2502212):
Displaying 37 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Continuous optimization via simulation using golden region search (Q621655) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Sample average approximation for the continuous type principal-agent problem (Q1719641) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers (Q2138295) (← links)
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models (Q2235163) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Observational data-based quality assessment of scenario generation for stochastic programs (Q2320473) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- Building a stochastic programming model from scratch: a harvesting management example (Q5001122) (← links)
- Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
- Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
- An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty (Q6114962) (← links)
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
