Pages that link to "Item:Q4286936"
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The following pages link to Asymptotic Behavior of Optimal Solutions in Stochastic Programming (Q4286936):
Displayed 27 items.
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- A distribution map for the one-median location problem on a network (Q864046) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- Variable-number sample-path optimization (Q959964) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Challenges in stochastic programming (Q1363423) (← links)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Inference on estimators defined by mathematical programming (Q2074590) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194) (← links)
- Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
- On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization (Q2696952) (← links)
- Estimating density functions: a constrained maximum likelihood approach<sup>*</sup> (Q4498173) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds (Q5058054) (← links)
- CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION (Q5081792) (← links)
- Nonstationary Bandits with Habituation and Recovery Dynamics (Q5144777) (← links)
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)