Pages that link to "Item:Q957332"

The following pages link to Sample average approximation of expected value constrained stochastic programs (Q957332):

Displaying 50 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
• Minimizing conditional-value-at-risk for stochastic scheduling problems (Q398891) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints (Q439920) (← links)
• A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
• Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• An asymptotically optimal strategy for constrained multi-armed bandit problems (Q784789) (← links)
• Confidence-based reasoning in stochastic constraint programming (Q896433) (← links)
• Sleeping experts and bandits approach to constrained Markov decision processes (Q901196) (← links)
• Sample average approximation of expected value constrained stochastic programs (Q957332) (← links)
• Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
• The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
• A provisioning problem with stochastic payments (Q1926876) (← links)
• Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
• Robustness in stochastic programs with risk constraints (Q1931644) (← links)
• Data-driven tuning for chance constrained optimization: analysis and extensions (Q2085821) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
• On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
• Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
• A simulation optimization approach for a two-echelon inventory system with service level constraints (Q2355866) (← links)
• On relations between chance constrained and penalty function problems under discrete distributions (Q2392789) (← links)
• Aspects of optimization with stochastic dominance (Q2399318) (← links)
• A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
• Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• An index-based deterministic convergent optimal algorithm for constrained multi-armed bandit problems (Q2665165) (← links)
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
• The sample average approximation method for stochastic discrete optimization (Q2784421) (← links)
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
• Stochastic programming problems with generalized integrated chance constraints (Q3165906) (← links)
• The Minimum Spanning <i>k</i>-Core Problem with Bounded CVaR Under Probabilistic Edge Failures (Q3186660) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning (Q5084621) (← links)
• General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
• Convex stochastic fluid programs with average cost. (Q5945755) (← links)
• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)