Pages that link to "Item:Q4452116"

The following pages link to Monte Carlo sampling approach to stochastic programming (Q4452116):

Displaying 50 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Sample average approximation method for a class of stochastic generalized Nash equilibrium problems (Q390493) (← links)
• An optimal method for stochastic composite optimization (Q431018) (← links)
• The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models (Q439570) (← links)
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
• Level bundle-like algorithms for convex optimization (Q743968) (← links)
• Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
• A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
• Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (Q929336) (← links)
• Efficient sample sizes in stochastic nonlinear programming (Q929602) (← links)
• Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
• Variable-number sample-path optimization (Q959964) (← links)
• Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Mathematical programming models for revenue management under customer choice (Q1046094) (← links)
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
• A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
• Nonlinear stochastic programming by Monte-Carlo estimators (Q1600865) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• A stochastic multiple gradient descent algorithm (Q1653361) (← links)
• On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• The sample average approximation method applied to stochastic routing problems: a computational study (Q1866135) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• Prescriptive analytics for a multi-shift staffing problem (Q2098065) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application (Q2157808) (← links)
• An ADMM algorithm for two-stage stochastic programming problems (Q2178363) (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
• Asymptotics of minimax stochastic programs (Q2476823) (← links)
• Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
• The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
• Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems (Q2515263) (← links)
• On complexity of multistage stochastic programs (Q2583700) (← links)
• When can we improve on sample average approximation for stochastic optimization? (Q2661521) (← links)
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
• On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs (Q2706316) (← links)
• The newsvendor under demand ambiguity: combining data with moment and tail information (Q2806068) (← links)
• Optimal budget allocation for sample average approximation (Q2846430) (← links)
• Sampling average approximation method for a class of stochastic Nash equilibrium problems (Q2867407) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165) (← links)
• Challenges in Enterprise Wide Optimization for the Process Industries (Q3638498) (← links)