Confidence level solutions for stochastic programming
From MaRDI portal
Publication:2440765
Recommendations
Cites work
- A simulation-based approach to two-stage stochastic programming with recourse
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- Introduction to Stochastic Programming
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- On complexity of multistage stochastic programs
- On complexity of stochastic programming problems
- On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- Probability Inequalities for Sums of Bounded Random Variables
- Step decision rules for multistage stochastic programming: a heuristic approach
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
Cited in
(19)- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Multi-service multi-facility network design under uncertainty
- Statistical inference for model parameters in stochastic gradient descent
- Bridging the gap between constant step size stochastic gradient descent and Markov chains
- Step decision rules for multistage stochastic programming: a heuristic approach
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- A sequential sampling procedure for stochastic programming
- A simple randomised algorithm for convex optimisation
- Fixed-width sequential stopping rules for a class of stochastic programs
- scientific article; zbMATH DE number 7370566 (Why is no real title available?)
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- General procedure to provide high-probability guarantees for stochastic saddle point problems
- Software project scheduling under activity duration uncertainty
- A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
- Optimality functions in stochastic programming
- Scalable inference for nonparametric stochastic approximation in reproducing kernel Hilbert spaces
- Confidence-based reasoning in stochastic constraint programming
This page was built for publication: Confidence level solutions for stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2440765)
