Distribution-free algorithms for predictive stochastic programming in the presence of streaming data
From MaRDI portal
Publication:6155066
DOI10.1007/s10589-023-00529-5OpenAlexW4386963479MaRDI QIDQ6155066
Publication date: 16 February 2024
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-023-00529-5
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distribution-free pointwise consistency of kernel regression estimate
- Lectures on the nearest neighbor method
- A universal strong law of large numbers for conditional expectations via nearest neighbors
- Asymptotic properties of kernel estimates of a regression function
- Stochastic quasigradient methods for optimization of discrete event systems
- On a universal strong law of large numbers for conditional expectations
- Finite master programs in regularized stochastic decomposition
- On the strong universal consistency of nearest neighbor regression function estimates
- A distribution-free theory of nonparametric regression
- Predictive stochastic programming
- Single-Period Multiproduct Inventory Models with Substitution
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- Strong Laws of Large Numbers and Nonparametric Estimation
- Probability and Stochastics
- Recent Developments in Nonparametric Density Estimation
- Robust Stochastic Approximation Approach to Stochastic Programming
- stochastic quasigradient methods and their application to system optimization†
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Acceleration of Stochastic Approximation by Averaging
- The uniform convergence of nearest neighbor regression function estimators and their application in optimization
- Probability
- Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
- The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
- All of Nonparametric Statistics
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
- The elements of statistical learning. Data mining, inference, and prediction