Monte Carlo bounding techniques for determinig solution quality in stochastic programs
From MaRDI portal
(Redirected from Publication:1306368)
Recommendations
Cites work
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 4213739 (Why is no real title available?)
- scientific article; zbMATH DE number 3770836 (Why is no real title available?)
- scientific article; zbMATH DE number 1005357 (Why is no real title available?)
- scientific article; zbMATH DE number 4118164 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Probabilistic Lower Bound for Two-Stage Stochastic Programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A simulation-based approach to two-stage stochastic programming with recourse
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Asymptotic analysis of stochastic programs
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Asymptotic properties of statistical estimators in stochastic programming
- Duality and statistical tests of optimality for two stage stochastic programs
- Epi‐consistency of convex stochastic programs
- Inequalities for stochastic linear programming problems
- Linear programming under uncertainty
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Parallel processors for planning under uncertainty
- Pricing American-style securities using simulation
- Statistical verification of optimality conditions for stochastic programs with recourse
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- stochastic quasigradient methods and their application to system optimization†
Cited in
(only showing first 100 items - show all)- On feasibility of sample average approximation solutions
- Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Dynamic fleet scheduling with uncertain demand and customer flexibility
- Overlapping batches for the assessment of solution quality in stochastic programs
- Analysis of models for the stochastic outpatient procedure scheduling problem
- Risk-averse two-stage stochastic program with distributional ambiguity
- Robust sample average approximation
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- scientific article; zbMATH DE number 5494133 (Why is no real title available?)
- A long-term capacity expansion planning model for an electric power system integrating large-size renewable energy technologies
- Computational study of decomposition algorithms for mean-risk stochastic linear programs
- Statistics of robust optimization: a generalized empirical likelihood approach
- Stochastic uncapacitated hub location
- An optimal method for stochastic composite optimization
- Sample average approximation of stochastic dominance constrained programs
- Managing congestion in a multi-modal transportation network under biomass supply uncertainty
- Shape constraints in economics and operations research
- Genetic Algorithms for Scenario Generation in Stochastic Programming
- Risk and complexity in scenario optimization
- Simulation-Based Optimality Tests for Stochastic Programs
- On the scenario-tree optimal-value error for stochastic programming problems
- An anytime multistep anticipatory algorithm for online stochastic combinatorial optimization
- Integrated network capacity expansion and traffic signal optimization problem: Robust bi-level dynamic formulation
- Analysis of stochastic dual dynamic programming method
- Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables
- Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk
- Level bundle-like algorithms for convex optimization
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Sales and operations planning in systems with order configuration uncertainty
- Optimum beam design via stochastic programming
- Non-indexability of the stochastic appointment scheduling problem
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Solving multistage asset investment problems by the sample average approximation method
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Multi-period time window assignment for attended home delivery
- Scenario MIN-MAX optimization and the risk of empirical costs
- Stochastically Constrained Ranking and Selection via SCORE
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- A scalable bounding method for multistage stochastic programs
- Influence maximization with deactivation in social networks
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- From data to model and back to data: A bond portfolio management problem
- The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems
- Predictive stochastic programming
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
- Variance reduction for sequential sampling in stochastic programming
- The impact of sampling methods on bias and variance in stochastic linear programs
- Suboptimal solution of one singular integral equation with perturbed operator based on probabilistic methods
- Comparative analysis of operation strategies in schedule design for a fixed bus route
- CVaR minimization by the SRA algorithm
- Scenario generation with distribution functions and correlations
- Sequential bounding methods for two-stage stochastic programs
- A two-stage approach to the orienteering problem with stochastic weights
- Solving a class of stochastic mixed-integer programs with branch and price
- An improved averaged two-replication procedure with Latin hypercube sampling
- Optimal experimental design: formulations and computations
- On the safe side of stochastic programming: bounds and approximations
- Validation analysis of mirror descent stochastic approximation method
- Residuals-based distributionally robust optimization with covariate information
- Stochastic programming approach to optimization under uncertainty
- Improved feature selection with simulation optimization
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- A central limit theorem and hypotheses testing for risk-averse stochastic programs
- A stochastic programming model for scheduling call centers with global service level agreements
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- Testing successive regression approximations by large-scale two-stage problems
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- A sample average approximation approach to the berth allocation problem with uncertain tides
- Stochastic learning approach for binary optimization: application to Bayesian optimal design of experiments
- Tactical berth allocation under uncertainty
- A sample average approximation method for disassembly line balancing problem under uncertainty
- 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
- Optimality functions in stochastic programming
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- Scheduling elective surgery under uncertainty and downstream capacity constraints
- Path-dependent scenario trees for multistage stochastic programmes in finance
- Component rationing for available-to-promise scheduling in configure-to-order systems
- Optimal subsidy design for shore power usage in ship berthing operations
- Forward thresholds for operation of pumped-storage stations in the real-time energy market
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
- An integrated flight scheduling and fleet assignment problem under uncertainty
- Optimization of stochastic virus detection in contact networks
- Efficient Stochastic Programming in Julia
- Optimization of industrial-scale assemble-to-order systems
- A stochastic programming approach for supply chain network design under uncertainty
- Risk‐averse two‐stage stochastic programming for the inventory rebalancing of bike‐sharing systems
- Value of risk aversion in perishable products supply chain management
This page was built for publication: Monte Carlo bounding techniques for determinig solution quality in stochastic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1306368)
