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Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs

Halman, Nir - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1157-1181

Persistent link: https://www.econbiz.de/10012390216

Distributionally robust newsvendor under stochastic dominance with a feature-based application

Fu, Mingyang; Li, Xiaobo; Zhang, Lianmin - In: Manufacturing & service operations management : M & SOM 26 (2024) 5, pp. 1962-1977

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Statistical query algorithms for mean vector estimation and stochastic convex optimization

Feldman, Vitaly; Guzmán, Cristóbal; Vempala, Santosh - In: Mathematics of operations research 46 (2021) 3, pp. 912-945

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Economic replenishment interval for an item having linear trend in demand

Goyal, Suresh K. - In: Inventory in theory and practice : [proceedings of the …, (pp. 531-538). 1986

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Technical note: two-stage sample robust optimization

Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640

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Generalized optimization algorithms for complex models

Martinoli, Mario; Seri, Raffaello; Corsi, Fulvio - 2024

stochastic approximation schemes and inexact Newton methods. Building on these results, we put forward a new optimization scheme … of the GINM. The results apply to both deterministic and stochastic approximation schemes, and are particular effective … in the case in which the objective function to be optimized is highly irregular and/or the stochastic equicontinuity …

Persistent link: https://www.econbiz.de/10014634825