„sample average approximation“

Suchergebnisse

34 Treffer

• On rates of convergence for sample average approximations in the almost sure sense and in mean
  Banholzer, Dirk ; Fliege, Jörg ; Werner, Ralf 2022 Universität Augsburg
• Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities
  Jiang, Jie ; Li, Shengjie
• Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
  Jiang, Jie ; Sun, Hailin ; Zhou, Bin
• Sample Average Approximation in a Two-Stage Stochastic Linear Program with Quantile Criterion
  Ivanov, S. V. ; Kibzun, A. I.
• Sample average approximation and stability tests applied to energy system design
  Seljom, Pernille ; Tomasgard, Asgeir
• The Sample Average Approximation Method for Stochastic Discrete Optimization
  Kleywegt, Anton J. ; Shapiro, Alexander 1999 Humboldt-Universität zu Berlin
• Clustering of sample average approximation for stochastic program
  Chen, Lijian 2015 Humboldt-Universität zu Berlin
• Stability and sensitivity analysis of stochastic programs with second order dominance constraints
  Liu, Yongchao ; Xu, Huifu 2010 Humboldt-Universität zu Berlin
• Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
  Liu, Hongcheng ; Wang, Xue ; Yao, Tao ; Li, Runze ; Ye, Yinyu
• Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
  Luo, Meiju ; Zhang, Yan
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
  Tong, X. J. ; Xu, H. ; Wu, F. F. ; Zhao, Z.
• Robust sample average approximation
  Bertsimas, Dimitris ; Gupta, Vishal ; Kallus, Nathan
• Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation
  Kebaier, Ahmed ; Lelong, Jérôme
• Sequential Techniques In Reliability Analysis
  Bhougal, Sandeep 2017 LAP LAMBERT Academic Publishing