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.

• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• (Q3139179) (← links)
• Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
• Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
• Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
• A Sequential Sampling Procedure for Stochastic Programming (Q3225919) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
• Optimization of Industrial-Scale Assemble-to-Order Systems (Q3458752) (← links)
• Chance-Constrained Programming Models and Approximations for General Stochastic Bottleneck Spanning Tree Problems (Q3466775) (← links)
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
• (Q3585658) (← links)
• ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
• (Q4568456) (← links)
• Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
• Non-asymptotic confidence bounds for the optimal value of a stochastic program (Q4594844) (← links)
• Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
• Minimax analysis of stochastic problems (Q4709737) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)
• Building a stochastic programming model from scratch: a harvesting management example (Q5001122) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• A sample average approximation approach to the berth allocation problem with uncertain tides (Q5058799) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments (Q5071443) (← links)
• Efficient Stochastic Programming in Julia (Q5106388) (← links)
• On Feasibility of Sample Average Approximation Solutions (Q5116547) (← links)
• Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data (Q5139613) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• (Q5179076) (← links)
• Comparative analysis of operation strategies in schedule design for a fixed bus route (Q5257895) (← links)
• Stochastically Constrained Ranking and Selection via SCORE (Q5270725) (← links)
• Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
• (Q5301770) (← links)
• Genetic Algorithms for Scenario Generation in Stochastic Programming (Q5302464) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
• Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721) (← links)
• Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
• From data to model and back to data: A bond portfolio management problem (Q5945849) (← links)
• Optimal subsidy design for shore power usage in ship berthing operations (Q6051579) (← links)
• Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times (Q6052537) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Evaluating appointment postponement in scheduling patients at a diagnostic clinic (Q6077327) (← links)
• Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties (Q6082284) (← links)
• Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut (Q6096622) (← links)
• Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network (Q6109813) (← links)