Pages that link to "Item:Q5925743"

The following pages link to Convergence properties of two-stage stochastic programming (Q5925743):

Displaying 31 items.

• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Two-stage fuzzy chance-constrained programming: application to water resources management under dual uncertainties (Q1741085) (← links)
• Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem (Q2018108) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
• On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
• Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Deviation measures in linear two-stage stochastic programming (Q2433239) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
• An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty (Q2484354) (← links)
• Convergence theory for nonconvex stochastic programming with an application to mixed logit (Q2502199) (← links)
• On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time (Q2583619) (← links)
• On complexity of multistage stochastic programs under heavy tailed distributions (Q2661635) (← links)
• Thin and heavy tails in stochastic programming (Q2948128) (← links)
• Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints (Q3058501) (← links)
• SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q3560111) (← links)
• (Q3585646) (← links)
• Approximation-exact penalty function method for solving a class of stochastic programming (Q4658052) (← links)
• Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
• (Q4839586) (← links)
• Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440) (← links)
• (Q5389785) (← links)
• Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)