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Monte Carlo sampling-based methods for stochastic optimization
16 references·16 citing·25 second hopsampled
Monte Carlo sampling-based methods for stochastic optimization (2014)Monte Carlo sampling-based methods for st…Theory of games and economic behavior (2019)Theory of games and economic …Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…A stochastic programming approach for supply chain network design under uncertainty (2004)A stochastic programming appr…Scenario reduction in stochastic programming (2003)Scenario reduction in stochas…The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)A Comparison of Three Methods…Acceleration of Stochastic Approximation by Averaging (1992)Acceleration of Stochastic Ap…Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Large Sample Properties of Si…Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Comparison of Three Methods f…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingStochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …A Stochastic Approximation Method (1951)A Stochastic Approximation Me…Theory of Games and Economic Behavior (1946)Theory of Games and Economic …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Residuals-based distributionally robust optimization with covariate information (2023)Residuals-based distributiona…Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)Stochastic optimization model…Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization (2022)Optimization-Based Scenario R…Developing Operations Management Data Analytics (2022)Developing Operations Managem…Spare parts inventory routing problem with transshipment and substitutions under stochastic demands (2021)Spare parts inventory routing…Sustainable cold supply chain management under demand uncertainty and carbon tax regulation (2020)Sustainable cold supply chain…Benefiting from Additive Manufacturing for Mass Customization across the Product Life Cycle (2020)Benefiting from Additive Manu…Risk and complexity in scenario optimization (2019)Risk and complexity in scenar…Modeling lot-size with time-dependent demand based on stochastic programming and case study of drug supply in Chile (2019)Modeling lot-size with time-d…A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)A structuring review on multi…Problem-based optimal scenario generation and reduction in stochastic programming (2018)Problem-based optimal scenari…Enhancing Model Predictability for a Scramjet Using Probabilistic Learning on Manifolds (2018)Enhancing Model Predictabilit…Robust sample average approximation (2017)Robust sample average approxi…Probabilistic nonconvex constrained optimization with fixed number of function evaluations (2017)Probabilistic nonconvex const…Wait-and-judge scenario optimization (2016)Wait-and-judge scenario optim…An enhanced sample average approximation method for stochastic optimization (2016)An enhanced sample average ap…Lectures on Stochastic Programming: Modeling and Theory (2009)Introduction to Stochastic Programming (2011)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)A review of techniques for parameter sensitivity analysis of environmental models (1994)Importance measures in global sensitivity analysis of nonlinear models (1996)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1980)Development of prosocial, individualistic, and competitive orientations: Theory and preliminary evidence. (1997)Political Choice in Britain (2004)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)A distribution-free approach to inducing rank correlation among input variables (1982)Factorial Sampling Plans for Preliminary Computational Experiments (1991)Uniform Design: Theory and Application (2000)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1951A Stochastic Approximation Method9,630 cited
  • 2000A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code8,233 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 1946Theory of Games and Economic Behavior3,280 cited
  • 1979Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code3,238 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1987Large Sample Properties of Simulations Using Latin Hypercube Sampling2,483 cited
  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 1992Acceleration of Stochastic Approximation by Averaging1,822 cited
  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 2004A stochastic programming approach for supply chain network design under uncertainty

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1,131 cited
  • 2003Scenario reduction in stochastic programming1,045 cited
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    • 2016An enhanced sample average approximation method for stochastic optimization63 cited
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    • 2017Probabilistic nonconvex constrained optimization with fixed number of function evaluations28 cited
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