Pages that link to "Item:Q2487848"

The following pages link to Variance reduction in sample approximations of stochastic programs (Q2487848):

Displaying 20 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
• Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
• (Q3604331) (← links)
• Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
• Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem (Q6617063) (← links)