The impact of sampling methods on bias and variance in stochastic linear programs
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Cites work
- scientific article; zbMATH DE number 3115465 (Why is no real title available?)
- scientific article; zbMATH DE number 5007573 (Why is no real title available?)
- scientific article; zbMATH DE number 4079161 (Why is no real title available?)
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3770836 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- A branch and bound method for stochastic global optimization
- An Efficient Sampling Technique for Off-Line Quality Control
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Conditioning of convex piecewise linear stochastic programs
- Correlation-induction techniques for estimating quantiles in simulation experiments
- Decomposition algorithms for stochastic programming on a computational grid
- Linear programming under uncertainty
- 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 Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- Reformulation and sampling to solve a stochastic network interdiction problem
- The empirical behavior of sampling methods for stochastic programming
- Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
Cited in
(10)- Heuristic Solutions to the Facility Location Problem with General Bernoulli Demands
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- Predictive stochastic programming
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
- Variance reduction for sequential sampling in stochastic programming
- An improved averaged two-replication procedure with Latin hypercube sampling
- An empirical analysis of scenario generation methods for stochastic optimization
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Bias reduction in sample-based optimization
- Enhancing the sample average approximation method with \(U\) designs
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