Pages that link to "Item:Q3225919"
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The following pages link to A Sequential Sampling Procedure for Stochastic Programming (Q3225919):
Displayed 30 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Spectral projected gradient method for stochastic optimization (Q670658) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- An adaptive model with joint chance constraints for a hybrid wind-conventional generator system (Q1989737) (← links)
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Iteratively sampling scheme for stochastic optimization with variable number sample path (Q2157906) (← links)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- A stochastic planning framework for the discovery of complementary, agricultural systems (Q2273927) (← links)
- On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
- Random approximations in multiobjective optimization (Q2364484) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← 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)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Product-line planning under uncertainty (Q2669674) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty (Q6114962) (← links)