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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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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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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
Huang, Wenjie; Zhang, Xun - In: Operations research forum 2 (2021) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012589765
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Probability chains : a general linearization technique for modeling reliability in facility location and related problems
O’Hanley, Jesse R.; Scaparra, M. Paola; García, Sergio - In: European journal of operational research : EJOR 230 (2013) 1, pp. 63-75
Persistent link: https://www.econbiz.de/10009766815
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A general linearization technique for modeling reliability in facility location : applications to problems with site-dependent failure probabilities
O’Hanley, Jesse R.; Scaparra, Paola; García, Sergio - 2012
Persistent link: https://www.econbiz.de/10010354462
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An iterative multiparametric approach for determining the location of AVI sensors for robust route flow estimation
Álvarez-Bazo, F.; Cerulli, Raffaele; … - In: Computers & operations research : and their … 138 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013040918
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Iterative optimization algorithm with parameter estimation for the ambulance location problem
Kim, Sun Hoon; Yi, Yŏng-hun - In: Health care management science 19 (2016) 4, pp. 362-382
Persistent link: https://www.econbiz.de/10011607728
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Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
Fouskakis, D. - In: European journal of operational research : EJOR 220 (2012) 2, pp. 414-422
Persistent link: https://www.econbiz.de/10009548844