Pages that link to "Item:Q3629505"
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The following pages link to On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (Q3629505):
Displaying 31 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
- Variable-number sample-path optimization (Q959964) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Newsvendor-type models with decision-dependent uncertainty (Q1935947) (← links)
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem (Q2018108) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
- A comparative study of numerical approaches to risk assessment of contaminant transport (Q2323558) (← 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)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← 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)
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q3560111) (← links)
- Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662) (← links)
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse (Q4971014) (← links)
- Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440) (← links)
- Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)
- Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
