Pages that link to "Item:Q4452116"

The following pages link to Monte Carlo sampling approach to stochastic programming (Q4452116):

Displaying 20 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Sample average approximation method for a class of stochastic generalized Nash equilibrium problems (Q390493) (← links)
• An optimal method for stochastic composite optimization (Q431018) (← links)
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models (Q439570) (← links)
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
• Level bundle-like algorithms for convex optimization (Q743968) (← links)
• Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
• A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
• Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (Q929336) (← links)
• Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
• Variable-number sample-path optimization (Q959964) (← links)
• Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
• Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times (Q6052537) (← links)
• Explainable subgradient tree boosting for prescriptive analytics in operations management (Q6087515) (← links)