The Sample Average Approximation Method for Stochastic Discrete Optimization
暂无分享,去创建一个
Alexander Shapiro | Anton J. Kleywegt | Tito Homem-de-Mello | A. Shapiro | Tito Homem-de-Mello | A. Kleywegt
[1] I. D. Hill. The Normal Integral , 1973 .
[2] Alexander Shapiro,et al. Asymptotic analysis of stochastic programs , 1991, Ann. Oper. Res..
[3] B. Fox,et al. Probabilistic Search with Overrides , 1995 .
[4] A. Tamhane. Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons , 1995 .
[5] Georg Ch. Pflug,et al. Confidence sets for discrete stochastic optimization , 1995, Ann. Oper. Res..
[6] Georg Ch. Pflug,et al. Simulated Annealing for noisy cost functions , 1996, J. Glob. Optim..
[7] G. Pflug,et al. Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms , 1997 .
[8] R. K. Wood,et al. On a stochastic knapsack problem and generalizations , 1997 .
[9] Andrzej Ruszczynski,et al. On Optimal Allocation of Indivisibles Under Uncertainty , 1998, Oper. Res..
[10] A. Cohn,et al. The Stochastic Knapsack Problem with Random Weights : A Heuristic Approach to Robust Transportation Planning , 1998 .
[11] Amir Dembo,et al. Large Deviations Techniques and Applications , 1998 .
[12] A. Shapiro,et al. On rate of convergence of Monte Carlo approximations of stochastic programs , 1998 .
[13] Leen Stougie,et al. Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis , 1995, Math. Program..
[14] John M. Wilson,et al. Introduction to Stochastic Programming , 1998, J. Oper. Res. Soc..
[15] Georg Ch. Pflug,et al. A branch and bound method for stochastic global optimization , 1998, Math. Program..
[16] David P. Morton,et al. Monte Carlo bounding techniques for determining solution quality in stochastic programs , 1999, Oper. Res. Lett..
[17] S. Andradóttir,et al. A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization , 1999 .
[18] Tito Homem-de-Mello. Variable-sample methods and simulated annealing for discrete stochastic optimization , 2000 .
[19] Tito Homem-de-Mello,et al. Conditioning of stochastic programs , 2000 .
[20] Julie L. Swann,et al. Simple Procedures for Selecting the Best Simulated System When the Number of Alternatives is Large , 2001, Oper. Res..
[21] Tito Homem-de-Mello,et al. Monte Carlo Methods for Discrete Stochastic Optimization , 2001 .
[22] Alexander Shapiro,et al. Conditioning of convex piecewise linear stochastic programs , 2002, Math. Program..
[23] B. S. Simulated Annealing with Noisy or Imprecise Energy Measurements , 2004 .