Pages that link to "Item:Q4915177"
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The following pages link to Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs (Q4915177):
Displaying 13 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Sample average approximation for the continuous type principal-agent problem (Q1719641) (← links)
- A principled stopping rule for importance sampling (Q2106773) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Random approximations in multiobjective optimization (Q2364484) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- Stopping rules for a class of sampling-based stochastic programming algorithms (Q2770101) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
- Distributions and bootstrap for data-based stochastic programming (Q6538818) (← links)
