Asymptotic Behavior of Optimal Solutions in Stochastic Programming
From MaRDI portal
Publication:4286936
Recommendations
Cited in
(39)- Moderate Deviations and Invariance Principles for Sample Average Approximations
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Asymptotic behavior of optimal paths in continuous-time Gale models
- Statistics of robust optimization: a generalized empirical likelihood approach
- Moderate deviations for stochastic variational inequalities
- scientific article; zbMATH DE number 3941410 (Why is no real title available?)
- Nonstationary bandits with habituation and recovery dynamics
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
- Asymptotic behavior of solutions: an application to stochastic NLP
- scientific article; zbMATH DE number 4213739 (Why is no real title available?)
- Optimization of computer simulation models with rare events
- Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- A distribution map for the one-median location problem on a network
- Estimating density functions: a constrained maximum likelihood approach*
- Challenges in stochastic programming
- scientific article; zbMATH DE number 7266886 (Why is no real title available?)
- Constraint qualifications in partial identification
- Asymptotic analysis of perturbed mathematical programs
- Variable-number sample-path optimization
- Optimality functions in stochastic programming
- A simulation-based approach to two-stage stochastic programming with recourse
- Asymptotics of minimax stochastic programs
- On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling
- Limit laws for empirical optimal solutions in random linear programs
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems
- Sequential importance sampling algorithms for dynamic stochastic programming
- Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
- scientific article; zbMATH DE number 1839493 (Why is no real title available?)
- scientific article; zbMATH DE number 3892936 (Why is no real title available?)
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
- scientific article; zbMATH DE number 987422 (Why is no real title available?)
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- Inference on estimators defined by mathematical programming
- scientific article; zbMATH DE number 4149898 (Why is no real title available?)
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
This page was built for publication: Asymptotic Behavior of Optimal Solutions in Stochastic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4286936)
