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A Guide to Sample Average Approximation
16 references·13 citing·23 second hop
A Guide to Sample Average Approximation (2014)A Guide to Sample Average ApproximationIntroduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)A Sample Approximation Approa…Stochastic Simulation (2007)Stochastic SimulationSTOCHASTIC APPROXIMATION (2005)STOCHASTIC APPROXIMATIONStochastic Approximation and Recursive Algorithms and Applications (2003)Stochastic Approximation and …Monte Carlo Sampling Methods (2003)Monte Carlo Sampling MethodsThe Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…Proceedings of the 2002 Winter Simulation Conference (2002)Proceedings of the 2002 Winte…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Acceleration of Stochastic Approximation by Averaging (1992)Acceleration of Stochastic Ap…Gradient Estimation via Perturbation Analysis (1991)Gradient Estimation via Pertu…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …A Stochastic Approximation Method (1951)A Stochastic Approximation Me…Deep Policy Iteration with Integer Programming for Inventory Management (2025)Deep Policy Iteration with In…Framing Inclusive Practice Options for Financial, Operational, and Community Outcomes (2024)Framing Inclusive Practice Op…A hierarchical model for strategic and operational planning in blood transportation with drones (2023)A hierarchical model for stra…A Distributionally Robust Optimization for Reliability-Based Lane Reservation and Route Design Under Uncertainty (2023)A Distributionally Robust Opt…Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)Stochastic optimization model…Optimizing the inventory and fulfillment of an omnichannel retailer: a stochastic approach with scenario clustering (2022)Optimizing the inventory and …Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization (2022)Optimization-Based Scenario R…Railway disruption management: Designing bus bridging services under uncertainty (2021)Railway disruption management…Distributionally robust facility location with bimodal random demand (2021)Distributionally robust facil…Profit Estimation Error in the Newsvendor Model Under a Parametric Demand Distribution (2020)Profit Estimation Error in th…Combining Worst Case and Average Case Considerations in an Integrated Emergency Response Network Design Problem (2017)Combining Worst Case and Aver…Simulation optimization: A tutorial overview and recent developments in gradient-based methods (2014)Simulation optimization: A tu…Monte Carlo sampling-based methods for stochastic optimization (2014)Monte Carlo sampling-based me…Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Computational methods in optimization considering uncertainties – An overview (2008)A unified framework for stochastic optimization (2018)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Some aspects of the sequential design of experiments (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Optimization of computer simulation models with rare events (1997)The Data-Driven Newsvendor Problem: New Bounds and Insights (2015)Simulation Modeling and Analysis (2016)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Machine Learning and Portfolio Optimization (2016)
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456 cited

Cited by

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  • 2022Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization70 cited
  • 2021Railway disruption management: Designing bus bridging services under uncertainty60 cited
  • 2014Simulation optimization: A tutorial overview and recent developments in gradient-based methods54 cited
  • 2021Distributionally robust facility location with bimodal random demand34 cited
  • 2020Profit Estimation Error in the Newsvendor Model Under a Parametric Demand Distribution29 cited
  • 2022Optimizing the inventory and fulfillment of an omnichannel retailer: a stochastic approach with scenario clustering21 cited
  • 2025Deep Policy Iteration with Integer Programming for Inventory Management19 cited
  • 2023A hierarchical model for strategic and operational planning in blood transportation with drones17 cited
  • 2023A Distributionally Robust Optimization for Reliability-Based Lane Reservation and Route Design Under Uncertainty7 cited
  • 2024Framing Inclusive Practice Options for Financial, Operational, and Community Outcomes1 cited