Pages that link to "Item:Q4716921"

The following pages link to Analysis of Sample-Path Optimization (Q4716921):

Displaying 50 items.

• Sample average approximation method for a class of stochastic variational inequality problems (Q301000) (← links)
• A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
• Mathematical programming models for joint simulation-optimization applied to closed queueing networks (Q499306) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• A new model for solving stochastic second-order cone complementarity problem and its convergence analysis (Q824745) (← links)
• A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
• Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
• Variable-number sample-path optimization (Q959964) (← links)
• Approximations of Nash equilibria (Q959971) (← links)
• A retrospective trust-region method for unconstrained optimization (Q964178) (← links)
• Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method (Q965063) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
• Grouping for optimal growth (Q1274851) (← links)
• Sample-path optimization of convex stochastic performance functions (Q1363424) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
• A two-step gradient estimation approach for setting supply chain operating parameters (Q1651591) (← links)
• Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method (Q1694763) (← links)
• An alternating variable method with varying replications for simulation response optimization (Q1770651) (← links)
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
• Mathematical programming formulations for approximate simulation of multistage production systems (Q1926696) (← links)
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• The stratified \(p\)-center problem (Q2003436) (← links)
• An extended two-stage sequential optimization approach: properties and performance (Q2023982) (← 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)
• Scheduling deferrable electric appliances in smart homes: a bi-objective stochastic optimization approach (Q2130061) (← links)
• Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems (Q2223090) (← links)
• On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
• Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
• Stochastic optimization on social networks with application to service pricing (Q2355196) (← links)
• A two stage stochastic equilibrium model for electricity markets with two way contracts (Q2379183) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
• Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
• A stochastic quasi-Newton method for simulation response optimization (Q2491766) (← links)
• Convergence theory for nonconvex stochastic programming with an application to mixed logit (Q2502199) (← links)