The following pages link to (Q3141922):
Displaying 50 items.
- Searching for important factors in simulation models with many factors: Sequential bifurcation (Q97659) (← links)
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- Sample average approximation method for a class of stochastic variational inequality problems (Q301000) (← links)
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- Project-driven supply chains: integrating safety-stock and crashing decisions for recurrent projects (Q333088) (← links)
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Robust design optimization by polynomial dimensional decomposition (Q382035) (← links)
- Perturbation analysis and optimization of multiclass multiobjective stochastic flow models (Q539495) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- Resource contention games in multiclass stochastic flow models (Q547910) (← links)
- Perturbation analysis and optimization of stochastic hybrid systems (Q629652) (← links)
- A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
- Approximating zero-variance importance sampling in a reliability setting (Q666369) (← links)
- Inferring pathological states in cortical neuron microcircuits (Q739773) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- How to optimize discrete-event systems from a single sample path by the score function method (Q751612) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Infinitesimal perturbation analysis and optimization for make-to-stock manufacturing systems based on stochastic fluid models (Q853683) (← links)
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
- A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
- Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602) (← links)
- Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
- Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (Q931381) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- On-line control of the threshold policy parameter for multiclass systems (Q987613) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Rare event probabilities in stochastic networks (Q1022403) (← links)
- IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy (Q1023987) (← links)
- Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
- The sensitivity analysis of binary networks via simulation (Q1124722) (← links)
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
- Optimization and sensitivity analysis of computer simulation models by the score function method (Q1266612) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- On nonsmooth and discontinuous problems of stochastic systems optimization (Q1278955) (← links)
- Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization (Q1280941) (← links)
- Performance optimization of a class of discrete event dynamic systems using calculus of variations techniques (Q1289397) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Regenerative simulation of TES processes (Q1323530) (← links)
- Rare events in queueing systems -- A survey (Q1324094) (← links)
- Optimal load sharing in soft real-time systems using likelihood ratios (Q1335115) (← links)
- Convergence analysis of gradient descent stochastic algorithms (Q1359455) (← links)
