Pages that link to "Item:Q2507414"

The following pages link to The empirical behavior of sampling methods for stochastic programming (Q2507414):

Displaying 50 items.

• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• Clustering-based preconditioning for stochastic programs (Q288399) (← links)
• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems (Q291046) (← links)
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study (Q297279) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization (Q336664) (← links)
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
• Dynamic fleet scheduling with uncertain demand and customer flexibility (Q395693) (← 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)
• An optimal method for stochastic composite optimization (Q431018) (← links)
• The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
• Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models (Q439570) (← links)
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
• Climate change and optimal energy technology R\&D policy (Q545123) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
• Integrated supply chain planning under uncertainty using an improved stochastic approach (Q636501) (← links)
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
• Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
• Regularized optimization with spatial coupling for robust decision making (Q723991) (← links)
• Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage (Q827111) (← links)
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty (Q889106) (← links)
• Confidence-based reasoning in stochastic constraint programming (Q896433) (← links)
• Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space (Q976221) (← links)
• Sales and operations planning in systems with order configuration uncertainty (Q976366) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Robust improvement schemes for road networks under demand uncertainty (Q1026775) (← links)
• Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
• Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
• Vehicle routing with probabilistic capacity constraints (Q1651706) (← links)
• Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
• Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
• Topological optimization of reliable networks under dependent failures (Q1785625) (← links)
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
• The stratified \(p\)-center problem (Q2003436) (← links)
• Underground mine scheduling under uncertainty (Q2031110) (← links)
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)