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Schätztheorie
importance sampling
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Koopman, Siem Jan
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ECONIS (ZBW)
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Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
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2
A stochastic approximation approach for managing appointments in the presence of unpunctual patients, multiple servers and no-shows
Pan, Xingwei
;
Geng, Na
;
Xie, Xiaolan
- In:
International journal of production research
59
(
2021
)
10
,
pp. 2996-3016
Persistent link: https://www.econbiz.de/10012516530
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3
Improving sample average approximation using distributional robustness
Anderson, Edward J.
;
Philpott, Andy
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10013185210
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4
The effect of regularization in portfolio selection problems
Pagnoncelli, Bernardo K.
;
Canto, Felipe del
;
Cifuentes, …
- In:
Top : an official journal of the Spanish Society of …
29
(
2021
)
1
,
pp. 156-176
Persistent link: https://www.econbiz.de/10012498983
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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
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi
;
Simchi-Levi, David
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
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7
Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin
;
Zhang, Dali
- In:
Naval research logistics : an international journal
65
(
2018
)
5
,
pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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8
Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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9
Sample average approximation for a two-echelon inventory system with service-level constraints
Tsai, Shing Chih
;
Ho, I-Ying
- In:
Journal of the Operational Research Society
70
(
2019
)
4
,
pp. 675-688
Persistent link: https://www.econbiz.de/10012212911
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10
Data-driven satisficing measure and ranking
Huang, Wenjie
- In:
Journal of the Operational Research Society
71
(
2020
)
3
,
pp. 456-474
Persistent link: https://www.econbiz.de/10012216628
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