Optimality functions in stochastic programming
From MaRDI portal
Recommendations
- Simulation-Based Optimality Tests for Stochastic Programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Towards implementable nonlinear stochastic programming
- Confidence level solutions for stochastic programming
- Assessing solution quality in stochastic programs
Cites work
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A branch and bound method for stochastic global optimization
- A sequential sampling procedure for stochastic programming
- A simulation-based approach to two-stage stochastic programming with recourse
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
- An adaptive Monte Carlo algorithm for computing mixed logit estimators
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- Convergence theory for nonconvex stochastic programming with an application to mixed logit
- Convex Approximations of Chance Constrained Programs
- Duality and statistical tests of optimality for two stage stochastic programs
- Efficient sample sizes in stochastic nonlinear programming
- Extensions of stochastic optimization results to problems with system failure probability functions
- Finding optimal material release times using simulation-based optimization
- Introduction to Stochastic Search and Optimization
- Lectures on Stochastic Programming
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Nonlinear stochastic programming by Monte-Carlo estimators
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- On solving large-scale finite minimax problems using exponential smoothing
- On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
- Optimization. Algorithms and consistent approximations
- Robust Stochastic Approximation Approach to Stochastic Programming
- Sample average approximation of expected value constrained stochastic programs
- Sample-path solution of stochastic variational inequalities
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- Statistical verification of optimality conditions for stochastic programs with recourse
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Stochastic linear programming. Models, theory, and computation
- Towards implementable nonlinear stochastic programming
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
Cited in
(29)- scientific article; zbMATH DE number 5689707 (Why is no real title available?)
- Generalized cutting plane method for solving nonlinear stochastic programming problems
- Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
- On the expected optimal value and the optimal expected value
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- Nonmonotone line search methods with variable sample size
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Variance reduction for sequential sampling in stochastic programming
- Variational theory for optimization under stochastic ambiguity
- Optimality functions and lopsided convergence
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE
- Two stochastic optimization algorithms for convex optimization with fixed point constraints
- Spectral projected gradient method for stochastic optimization
- Optimizing the Expected Maximum of Two Linear Functions Defined on a Multivariate Gaussian Distribution
- scientific article; zbMATH DE number 3987057 (Why is no real title available?)
- Optimality Analysis for Stochastic LP Problems
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
- scientific article; zbMATH DE number 3943563 (Why is no real title available?)
- Towards implementable nonlinear stochastic programming
- Consistent approximations in composite optimization
- Non-asymptotic confidence bounds for the optimal value of a stochastic program
- A stochastic approach to general nonlinear programming problems
- scientific article; zbMATH DE number 4091181 (Why is no real title available?)
- On sample size control in sample average approximations for solving smooth stochastic programs
- Confidence level solutions for stochastic programming
- scientific article; zbMATH DE number 3974748 (Why is no real title available?)
This page was built for publication: Optimality functions in stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q715095)
