Pages that link to "Item:Q2784421"
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The following pages link to The Sample Average Approximation Method for Stochastic Discrete Optimization (Q2784421):
Displaying 50 items.
- A sampling-based stochastic winner determination model for truckload service procurement (Q264290) (← links)
- A multicut L-shaped based algorithm to solve a stochastic programming model for the mobile facility routing and scheduling problem (Q296861) (← links)
- Supply chain design for unlocking the value of remanufacturing under uncertainty (Q320094) (← links)
- Tactical berth allocation under uncertainty (Q320125) (← links)
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- Capacitated dynamic production and remanufacturing planning under demand and return uncertainty (Q331766) (← links)
- A two-stage approach to the orienteering problem with stochastic weights (Q336923) (← links)
- A sample average approximation method for disassembly line balancing problem under uncertainty (Q337118) (← links)
- Applying ranking and selection procedures to long-term mitigation for improved network restoration (Q339947) (← links)
- Stochastic programming analysis and solutions to schedule overcrowded operating rooms in China (Q342461) (← links)
- Dynamic fleet scheduling with uncertain demand and customer flexibility (Q395693) (← links)
- Stochastic uncapacitated hub location (Q421562) (← links)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation (Q439343) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem (Q542438) (← links)
- Climate change and optimal energy technology R\&D policy (Q545123) (← links)
- A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity (Q547125) (← links)
- Stochastic models for budget optimization in search-based advertising (Q603917) (← links)
- Integrated supply chain planning under uncertainty using an improved stochastic approach (Q636501) (← links)
- On two-stage stochastic knapsack problems (Q643023) (← links)
- A dynamic programming strategy to balance exploration and exploitation in the bandit problem (Q647433) (← links)
- A two-level optimization model for elective surgery scheduling with downstream capacity constraints (Q666974) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- The static stochastic knapsack problem with normally distributed item sizes (Q715062) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- Sample size selection in optimization methods for machine learning (Q715253) (← links)
- Introducing statistical consistency for infinite chance constraints (Q723643) (← links)
- Robust allocation of operating rooms: a cutting plane approach to handle lognormal case durations (Q724114) (← links)
- A single-resource allocation problem with Poisson resource requirements (Q732784) (← links)
- Measuring and optimizing system reliability: a stochastic programming approach (Q828737) (← links)
- When it is worthwhile to work with the stochastic RCPSP? (Q835549) (← links)
- Comments on: On a mixture of the fix-and-relax coordination and Lagrangean substitution schemes for multistage stochastic mixed integer programming (Q839883) (← links)
- A generic stochastic model for supply-and-return network design (Q850288) (← links)
- Confidence-based reasoning in stochastic constraint programming (Q896433) (← links)
- Sleeping experts and bandits approach to constrained Markov decision processes (Q901196) (← links)
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition (Q904957) (← links)
- Sample average approximation of expected value constrained stochastic programs (Q957332) (← links)
- Robust solution of monotone stochastic linear complementarity problems (Q959962) (← links)
- Variable-number sample-path optimization (Q959964) (← links)
- Estimation-based metaheuristics for the probabilistic traveling salesman problem (Q976010) (← links)
- Pre-disaster investment decisions for strengthening a highway network (Q976032) (← links)
- Sales and operations planning in systems with order configuration uncertainty (Q976366) (← links)
- Scheduling elective surgery under uncertainty and downstream capacity constraints (Q976503) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Optimization of R\&D project portfolios under endogenous uncertainty (Q992625) (← links)
- Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm (Q993710) (← links)
