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Operations research letters
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ECONIS (ZBW)
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1
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
Jiang, Guangxin
;
Xu, Chenglong
;
Fu, Michael
- In:
Operations research letters
44
(
2016
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10011455555
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2
On supremum-norm cost games
Meca, Ana
;
Sošić, Greys
- In:
Operations research letters
44
(
2016
)
1
,
pp. 54-58
Persistent link: https://www.econbiz.de/10011455558
Saved in:
3
Topological optimization of reliable networks under dependent failures
Barrera, Javiera
;
Cancela, Héctor
;
Moreno, Eduardo
- In:
Operations research letters
43
(
2015
)
2
,
pp. 132-136
Persistent link: https://www.econbiz.de/10010515800
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4
Maximizing expected utility over a knapsack constraint
Yu, Jianjin
;
Ahmed, Shabbir
- In:
Operations research letters
44
(
2016
)
2
,
pp. 180-185
Persistent link: https://www.econbiz.de/10011457277
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5
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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6
The empirical likelihood approach to quantifying uncertainty in sample average approximation
Lam, Henry
;
Zhou, Enlu
- In:
Operations research letters
45
(
2017
)
4
,
pp. 301-307
Persistent link: https://www.econbiz.de/10011740327
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7
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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