Pages that link to "Item:Q1306368"

The following pages link to Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368):

Displaying 50 items.

• A capacitated lot sizing problem with stochastic setup times and overtime (Q1991273) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem (Q2018108) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← 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)
• Predictive stochastic programming (Q2127363) (← links)
• Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194) (← links)
• Optimal crashing of an activity network with disruptions (Q2149579) (← links)
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
• Enhancing Benders decomposition algorithm to solve a combat logistics problem (Q2178915) (← links)
• Non-indexability of the stochastic appointment scheduling problem (Q2188257) (← links)
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
• A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models (Q2235163) (← links)
• Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Component rationing for available-to-promise scheduling in configure-to-order systems (Q2275600) (← links)
• Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables (Q2284466) (← links)
• Multi-echelon supply chain design considering unreliable facilities with facility hardening possibility (Q2306779) (← links)
• Analysis of models for the stochastic outpatient procedure scheduling problem (Q2315628) (← links)
• Multi-period forecasting and scenario generation with limited data (Q2355200) (← links)
• On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
• An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
• Influence maximization with deactivation in social networks (Q2424770) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Confidence level solutions for stochastic programming (Q2440765) (← links)
• Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
• A stochastic programming approach for supply chain network design under uncertainty (Q2484345) (← links)
• Event tree based sampling (Q2496018) (← links)
• Solving a class of stochastic mixed-integer programs with branch and price (Q2502208) (← links)
• Assessing solution quality in stochastic programs (Q2502212) (← links)
• Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
• Near optimal solutions to least-squares problems with stochastic uncertainty (Q2504621) (← links)
• The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
• Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
• On complexity of multistage stochastic programs (Q2583700) (← links)
• Multi-criteria logistics modeling for military humanitarian assistance and disaster relief aerial delivery operations (Q2629903) (← links)
• Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk (Q2656539) (← links)
• Multi-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse models (Q2668704) (← links)
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
• Product-line planning under uncertainty (Q2669674) (← links)
• Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
• Bounds and approximations for multistage stochastic programs (Q2796801) (← links)
• Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems (Q2911578) (← links)
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)