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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu - In: Operations research letters 50 (2022) 2, pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
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Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry; Li, Haidong; Zhang, Xuhui - In: Operations research letters 49 (2021) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
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When can we improve on sample average approximation for stochastic optimization?
Anderson, Edward J.; Nguyen, Harrison - In: Operations research letters 48 (2020) 5, pp. 566-572
Persistent link: https://www.econbiz.de/10012303409
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Stochastic geometric optimization with joint probabilistic constraints
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Operations research letters 44 (2016) 5, pp. 687-691
Persistent link: https://www.econbiz.de/10011596645
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Logarithmic sample bounds for Sample Average Approximation with capacity- or budget-constraints
Bugg, Caleb; Aswani, Anil - In: Operations research letters 49 (2021) 2, pp. 231-238
Persistent link: https://www.econbiz.de/10012506656
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Iteratively sampling scheme for stochastic optimization with variable number sample path
Hao, Shuang; Zhang, Dali; Dong, Ming - In: Operations research letters 50 (2022) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10013364106
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A risk-averse newsvendor with law invariant coherent measures of risk
Choi, Sungyong; Ruszczyński, Andrzej P. - In: Operations research letters 36 (2008) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10003768526
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A note on the delay distribution in GPS
Lieshout, P.; Mandjes, Michel - In: Operations research letters 36 (2008) 1, pp. 117-122
Persistent link: https://www.econbiz.de/10003768581
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Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
Kim, Bara; Kim, Jeongsim; Lee, Jisu - In: Operations research letters 36 (2008) 1, pp. 127-132
Persistent link: https://www.econbiz.de/10003768591
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A new renewal approximation for certain autocorrelated processes
Araghi, Mojtaba; Balcıog̃lu, Barış - In: Operations research letters 36 (2008) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10003768599