The following pages link to Güzin Bayraksan (Q288401):
Displaying 16 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints (Q2815438) (← links)
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty (Q2830943) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- A Sequential Sampling Procedure for Stochastic Programming (Q3225919) (← links)
- Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs (Q4915177) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
- Residuals-based distributionally robust optimization with covariate information (Q6608038) (← links)
- Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty (Q6734438) (← links)
