Predictive stochastic programming
From MaRDI portal
Publication:2127363
DOI10.1007/s10287-021-00400-0OpenAlexW3188776292MaRDI QIDQ2127363
Publication date: 20 April 2022
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-021-00400-0
Related Items
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data
Uses Software
Cites Work
- Unnamed Item
- The impact of sampling methods on bias and variance in stochastic linear programs
- A simulation-based approach to two-stage stochastic programming with recourse
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Finite master programs in regularized stochastic decomposition
- Duality and statistical tests of optimality for two stage stochastic programs
- Data-driven nonparametric prediction intervals
- Simulation-based confidence bounds for two-stage stochastic programs
- Multi-period forecasting and scenario generation with limited data
- A practical inventory control policy using operational statistics
- The empirical behavior of sampling methods for stochastic programming
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Lectures on Modern Convex Optimization
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- OR Forum—An Algorithmic Approach to Linear Regression
- Optimal Budget Allocation for Sample Average Approximation
- Metric Learning: A Survey
- The Knowledge Gradient Algorithm for a General Class of Online Learning Problems
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- Introduction to Stochastic Programming
- Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
- Approximate Dynamic Programming
- A Sequential Sampling Procedure for Stochastic Programming
- Classification and Regression via Integer Optimization
- The Price of Robustness
- Lectures on Stochastic Programming
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- An Introduction to Statistical Learning
- Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
- The Big Data Newsvendor: Practical Insights from Machine Learning
- Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
- A Proximal Stochastic Gradient Method with Progressive Variance Reduction
- Linear Models in Statistics
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
- Use of Ranks in One-Criterion Variance Analysis
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
