„sample average approximation“
Suchergebnisse
1.000+ Treffer
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Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations
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On sample average approximation for two-stage stochastic programs without relatively complete recourse
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The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study
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A sample average approximation algorithm for selective disassembly sequencing with abnormal disassembly operations and random operation times
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Tsunami insurance portfolio optimization for coastal residential buildings under non-stationary sea level rise effects based on sample average approximation
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Stochastic Nash Equilibrium Problems: Sample Average Approximation and Applications
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Partial sample average approximation method for chance constrained problems
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Risk-neutral PDE-constrained generalized Nash equilibrium problems
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A sample average approximation-based heuristic for the stochastic production routing problem
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Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
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Sample average approximations of strongly convex stochastic programs in Hilbert spaces
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An accelerated Benders decomposition algorithm for stochastic power system expansion planning using sample average approximation
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On rates of convergence for sample average approximations in the almost sure sense and in mean
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First order asymptotics of the sample average approximation method to solve risk averse stochastic programs
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Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
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Sample average approximation of conditional value-at-risk based variational inequalities
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Stochastic approximation versus sample average approximation for Wasserstein barycenters
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Regularized Methods for a Two-Stage Robust Production Planning Problem and its Sample Average Approximation
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Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness
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Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints