Pages that link to "Item:Q2706316"
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The following pages link to On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (Q2706316):
Displaying 50 items.
- Sample average approximation method for a class of stochastic variational inequality problems (Q301000) (← links)
- The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
- Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← 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)
- A two-level optimization model for elective surgery scheduling with downstream capacity constraints (Q666974) (← links)
- Sample size selection in optimization methods for machine learning (Q715253) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Scheduling elective surgery under uncertainty and downstream capacity constraints (Q976503) (← 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)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Cell-and-bound algorithm for chance constrained programs with discrete distributions (Q1753452) (← links)
- Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Newsvendor-type models with decision-dependent uncertainty (Q1935947) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- A distributionally robust optimization approach for stochastic elective surgery scheduling with limited intensive care unit capacity (Q2029907) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables (Q2284466) (← links)
- Efficient Markov chain Monte Carlo for combined subset simulation and nonlinear finite element analysis (Q2308754) (← links)
- Analysis of models for the stochastic outpatient procedure scheduling problem (Q2315628) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- The workload balancing problem at air cargo terminals (Q2432093) (← links)
- Confidence level solutions for stochastic programming (Q2440765) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Stochastic iterative dynamic programming: a Monte Carlo approach to dual control (Q2576079) (← links)
- Multi-period stochastic programming models for two-tiered emergency medical service system (Q2664331) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- Statistical Optimization in High Dimensions (Q2830768) (← links)
- SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q2911578) (← links)
- Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
- A class of stochastic optimization problems with application to selective data editing (Q3225084) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
