Pages that link to "Item:Q2770101"

The following pages link to Stopping rules for a class of sampling-based stochastic programming algorithms (Q2770101):

Displaying 7 items.

• Algorithms that satisfy a stopping criterion, probably (Q269806) (← links)
• Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models (Q439570) (← links)
• Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
• (Q3339866) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)