Efficient solution selection for two-stage stochastic programs
From MaRDI portal
Publication:1740544
Recommendations
- The empirical behavior of sampling methods for stochastic programming
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Optimal budget allocation for sample average approximation
- scientific article; zbMATH DE number 3878686
- A sequential sampling procedure for stochastic programming
Cites work
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A general framework on the simulation-based optimization under fixed computing budget
- A heuristic for moment-matching scenario generation
- A multicut algorithm for two-stage stochastic linear programs
- A note on scenario reduction for two-stage stochastic programs
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- A simulation-based approach to two-stage stochastic programming with recourse
- A stochastic programming approach for supply chain network design under uncertainty
- A two-stage stochastic network model and solution methods for the dynamic empty container allocation problem
- A two-stage stochastic programming framework for transportation planning in disaster response
- A two-stage stochastic programming model for electric energy producers
- A two-stage stochastic programming model for transportation network protection
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Conditioning of convex piecewise linear stochastic programs
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Decomposition algorithms for stochastic programming on a computational grid
- Decomposition Principle for Linear Programs
- scientific article; zbMATH DE number 3115465 (Why is no real title available?)
- scientific article; zbMATH DE number 4079161 (Why is no real title available?)
- Importance sampling in stochastic programming: a Markov chain Monte Carlo approach
- Linear programming under uncertainty
- MO\(^{2}\)TOS: multi-fidelity optimization with ordinal transformation and optimal sampling
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Portfolio optimization via stochastic programming: Methods of output analysis
- Programming under uncertainty: The complete problem
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Real Analysis and Probability
- Risk-averse two-stage stochastic linear programming: modeling and decomposition
- Scenario reduction in stochastic programming
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Scenario tree reduction for multistage stochastic programs
- Selecting a selection procedure
- Simulation and optimization approaches to scenario tree generation
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- The Benders decomposition algorithm: a literature review
- The empirical behavior of sampling methods for stochastic programming
- The sample average approximation method for stochastic discrete optimization
Cited in
(7)- Stochastic two-stage programming
- A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems
- Efficient estimation of a risk measure requiring two-stage simulation optimization
- Robust recoverable and two-stage selection problems
- Dynamic focus programming: a new approach to sequential decision problems under uncertainty
- scientific article; zbMATH DE number 495877 (Why is no real title available?)
This page was built for publication: Efficient solution selection for two-stage stochastic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1740544)