Pages that link to "Item:Q2507414"

The following pages link to The empirical behavior of sampling methods for stochastic programming (Q2507414):

Displaying 50 items.

• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← 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)
• 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)
• 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)
• An ADMM algorithm for two-stage stochastic programming problems (Q2178363) (← links)
• An efficient linear programming based method for the influence maximization problem in social networks (Q2224940) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
• Hierarchical MPC schemes for periodic systems using stochastic programming (Q2280846) (← links)
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse (Q2288987) (← links)
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
• A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
• On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
• A stochastic programming approach for supply chain network design under uncertainty (Q2484345) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
• Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
• On complexity of multistage stochastic programs (Q2583700) (← links)
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
• Stopping rules for a class of sampling-based stochastic programming algorithms (Q2770101) (← links)
• Robust planning for an open-pit mining problem under ore-grade uncertainty (Q2840676) (← 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)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• Uncertainty feature optimization: An implicit paradigm for problems with noisy data (Q3008922) (← links)
• Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
• Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
• Challenges in Enterprise Wide Optimization for the Process Industries (Q3638498) (← links)
• Approximation Algorithms for Stochastic and Risk-Averse Optimization (Q4601213) (← links)
• Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Discovering the Characteristics of Mathematical Programs via Sampling (Q4806377) (← links)
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)
• Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
• Kernel Entropy Discriminant Analysis for Dimension Reduction (Q5045350) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• Surgery Sequencing Coordination with Recovery Resource Constraints (Q5086020) (← links)
• General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)