Pages that link to "Item:Q3225919"

The following pages link to A Sequential Sampling Procedure for Stochastic Programming (Q3225919):

Displaying 40 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• Spectral projected gradient method for stochastic optimization (Q670658) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• The optional sampling theorem for submartingales in the sequentially planned context (Q997257) (← links)
• Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
• A unified framework for stochastic optimization (Q1719609) (← links)
• An adaptive model with joint chance constraints for a hybrid wind-conventional generator system (Q1989737) (← links)
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
• Predictive stochastic programming (Q2127363) (← links)
• Iteratively sampling scheme for stochastic optimization with variable number sample path (Q2157906) (← links)
• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
• Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• A stochastic planning framework for the discovery of complementary, agricultural systems (Q2273927) (← links)
• On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
• Random approximations in multiobjective optimization (Q2364484) (← links)
• On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
• An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
• Product-line planning under uncertainty (Q2669674) (← links)
• Stopping rules for a class of sampling-based stochastic programming algorithms (Q2770101) (← links)
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• (Q3801345) (← links)
• ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
• Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
• Structured Policies for a Sequential Design Problem with General Distributions (Q4726073) (← links)
• Discovering the Characteristics of Mathematical Programs via Sampling (Q4806377) (← links)
• Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
• A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty (Q6114962) (← links)
• Distributions and bootstrap for data-based stochastic programming (Q6538818) (← links)
• A stochastic bi-objective project scheduling model under failure of activities (Q6588491) (← links)