Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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Publication:1306368
DOI10.1016/S0167-6377(98)00054-6zbMATH Open0956.90022MaRDI QIDQ1306368FDOQ1306368
David Morton, R. Kevin Wood, W.-K. Mak
Publication date: 18 March 2001
Published in: Operations Research Letters (Search for Journal in Brave)
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- On sample average approximation for two-stage stochastic programs without relatively complete recourse
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- Managing congestion in a multi-modal transportation network under biomass supply uncertainty
- Shape constraints in economics and operations research
- Risk and complexity in scenario optimization
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- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
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- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Influence maximization with deactivation in social networks
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Optimization with Reference-Based Robust Preference Constraints
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
- Predictive stochastic programming
- Variance reduction for sequential sampling in stochastic programming
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
- On the safe side of stochastic programming: bounds and approximations
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems
- Enhancements of two-stage stochastic decomposition
- Optimal crashing of an activity network with disruptions
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS
- A two-step gradient estimation approach for setting supply chain operating parameters
- Component rationing for available-to-promise scheduling in configure-to-order systems
- Efficient Stochastic Programming in Julia
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- Optimization of stochastic virus detection in contact networks
- Efficient solution selection for two-stage stochastic programs
- Multi-criteria logistics modeling for military humanitarian assistance and disaster relief aerial delivery operations
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- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
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- Sample average approximation of stochastic dominance constrained programs
- Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk
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- Integrated network capacity expansion and traffic signal optimization problem: Robust bi-level dynamic formulation
- Analysis of stochastic dual dynamic programming method
- Level bundle-like algorithms for convex optimization
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Solving multistage asset investment problems by the sample average approximation method
- Stochastically Constrained Ranking and Selection via SCORE
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- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- The impact of sampling methods on bias and variance in stochastic linear programs
- CVaR minimization by the SRA algorithm
- Solving a class of stochastic mixed-integer programs with branch and price
- A two-stage approach to the orienteering problem with stochastic weights
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- Stochastic programming approach to optimization under uncertainty
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- A stochastic programming model for scheduling call centers with global service level agreements
- A sample average approximation approach to the berth allocation problem with uncertain tides
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- A sample average approximation method for disassembly line balancing problem under uncertainty
- Optimality functions in stochastic programming
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
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