Search results for "sample-average approximation"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
2	Huifu Xu, Dali Zhang	Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 65K05, 91B28
2	Júlíus Atlason, Marina A. Epelman, Shane G. Henderson	Call Center Staffing with Simulation and Cutting Plane Methods.	Annals OR	2004	DBLP DOI BibTeX RDF	sample average approximation, call centers, cutting planes, simulation optimization
1	Mei-Ju Luo, Gui-Hua Lin	Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems.	APJOR	2012	DBLP DOI BibTeX RDF
1	Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra	Sample average approximation of stochastic dominance constrained programs.	Math. Program.	2012	DBLP DOI BibTeX RDF
1	Yongchao Liu, Gui-Hua Lin	Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.	APJOR	2011	DBLP DOI BibTeX RDF
1	Jörg Fliege, Huifu Xu	Stochastic Multiobjective Optimization: Sample Average Approximation and Applications.	J. Optimization Theory and Applications	2011	DBLP DOI BibTeX RDF
1	Sivadon Chaisiri, Rakpong Kaewpuang, Bu-Sung Lee, Dusit Niyato	Cost Minimization for Provisioning Virtual Servers in Amazon Elastic Compute Cloud.	MASCOTS	2011	DBLP DOI BibTeX RDF	sample-average approximation, cloud computing, stochastic programming, robust optimization
1	Huifu Xu	Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems.	APJOR	2010	DBLP DOI BibTeX RDF
1	Peter Schütz, Asgeir Tomasgard, Shabbir Ahmed	Supply chain design under uncertainty using sample average approximation and dual decomposition.	European Journal of Operational Research	2009	DBLP DOI BibTeX RDF
1	Oksana Soshko	Inventory Management in Multi Echelon Supply Chain using Sample Average Approximation.	J. Riga Technical University	2009	DBLP DOI BibTeX RDF
1	Deniz Özdemir, Enver Yücesan, Yale T. Herer	Sample Average Approximation Approach to Multi-Location Transshipment Problem with Capacitated Production.	Winter Simulation Conference	2009	DBLP DOI BibTeX RDF
1	Raghu Pasupathy, Bruce W. Schmeiser	Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem.	ACM Trans. Model. Comput. Simul.	2009	DBLP DOI BibTeX RDF	Retrospective approximation, sample-average approximation, stochastic root finding
1	Wei Wang, Shabbir Ahmed	Sample average approximation of expected value constrained stochastic programs.	Oper. Res. Lett.	2008	DBLP DOI BibTeX RDF
1	Soumyadip Ghosh	A rate result for simulation optimization with conditional value-at-risk constraints.	Winter Simulation Conference	2008	DBLP DOI BibTeX RDF
1	Sujin Kim, Shane G. Henderson	The mathematics of continuous-variable simulation optimization.	Winter Simulation Conference	2008	DBLP DOI BibTeX RDF
1	Huifu Xu, Fanwen Meng	Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints.	Math. Oper. Res.	2007	DBLP DOI BibTeX RDF
1	Fanwen Meng, Huifu Xu	A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints.	SIAM Journal on Optimization	2006	DBLP DOI BibTeX RDF
1	Jörgen Blomvall, Alexander Shapiro	Solving multistage asset investment problems by the sample average approximation method.	Math. Program.	2006	DBLP DOI BibTeX RDF	Asset allocation, SAA method, Statistical bounds, Stochastic programming, Monte Carlo sampling
1	Retsef Levi, Robin Roundy, David B. Shmoys	Provably near-optimal sampling-based algorithms for Stochastic inventory control models.	STOC	2006	DBLP DOI BibTeX RDF	inventory problems, sampling-based algorithms, approximation algorithms, black box
1	Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye	Stochastic Combinatorial Optimization with Controllable Risk Aversion Level.	APPROX-RANDOM	2006	DBLP DOI BibTeX RDF
1	Fabian Bastin, Cinzia Cirillo, Philippe L. Toint	Convergence theory for nonconvex stochastic programming with an application to mixed logit.	Math. Program.	2006	DBLP DOI BibTeX RDF
1	Chaitanya Swamy, David B. Shmoys	Sampling-based Approximation Algorithms for Multi-stage Stochastic.	FOCS	2005	DBLP DOI BibTeX RDF
1	Moses Charikar, Chandra Chekuri, Martin Pál	Sampling Bounds for Stochastic Optimization.	APPROX-RANDOM	2005	DBLP DOI BibTeX RDF
1	Martin Romauch, Richard F. Hartl	Dynamic Facility Location with Stochastic Demands.	SAGA	2005	DBLP DOI BibTeX RDF
1	Jing Wei, Matthew J. Realff	Sample average approximation methods for stochastic MINLPs.	Computers & Chemical Engineering	2004	DBLP DOI BibTeX RDF
1	Michael Benisch, Amy Greenwald, Victor Naroditskiy, Michael Carl Tschantz	A stochastic programming approach to scheduling in TAC SCM.	ACM Conference on Electronic Commerce	2004	DBLP DOI BibTeX RDF	optimization, supply chain management, stochastic programming, trading agent competition
1	Tito Homem-de-Mello	Variable-sample methods for stochastic optimization.	ACM Trans. Model. Comput. Simul.	2003	DBLP DOI BibTeX RDF	pathwise bounds, Monte Carlo methods, stochastic optimization, random search
1	Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello	The Sample Average Approximation Method for Stochastic Discrete Optimization.	SIAM Journal on Optimization	2002	DBLP DOI BibTeX RDF
1	Alexander Shapiro	Monte Carlo simulation approach to stochastic programming.	Winter Simulation Conference	2001	DBLP DOI BibTeX RDF