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The empirical behavior of sampling methods for stochastic programming
6 references·16 citing·41 second hop
The empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sampling method…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…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Large Sample Properties of Si…Operational Research: methods and applications (2023)Operational Research: methods…Monte Carlo sampling-based methods for stochastic optimization (2014)Monte Carlo sampling-based me…Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (2011)Multicut Benders decompositio…Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (2011)Dynamic sampling algorithms f…A Sequential Sampling Procedure for Stochastic Programming (2011)A Sequential Sampling Procedu…Integrated supply chain planning under uncertainty using an improved stochastic approach (2010)Integrated supply chain plann…Light Robustness (2009)Light RobustnessA Stochastic Programming Duality Approach to Inventory Centralization Games (2009)A Stochastic Programming Dual…Stochastic programming approach to optimization under uncertainty (2007)Stochastic programming approa…Planning for Disruptions in Supply Chain Networks (2006)Planning for Disruptions in S…On Complexity of Stochastic Programming Problems (2006)On Complexity of Stochastic P…On complexity of multistage stochastic programs (2005)On complexity of multistage s…On robust optimization of two-stage systems (2004)On robust optimization of two…On a Class of Minimax Stochastic Programs (2004)On a Class of Minimax Stochas…Inference of statistical bounds for multistage stochastic programming problems (2003)Inference of statistical boun…The Sample Average Approximation Method for Stochastic Programs with Integer Recourse (2002)The Sample Average Approximat…A Stochastic Approximation Method (1951)Wait-and-judge scenario optimization (2016)Robust sample average approximation (2017)Theory of games and economic behavior (2019)Sustainable cold supply chain management under demand uncertainty and carbon tax regulation (2020)A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)Introduction to Stochastic Programming (2011)Simulation Modeling and Analysis. 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this work references cited by second hop

References

  • 2000A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code8,233 cited
  • 1987Large Sample Properties of Simulations Using Latin Hypercube Sampling2,483 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 1999Monte Carlo bounding techniques for determining solution quality in stochastic programs705 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited

Cited by

  • 2006On Complexity of Stochastic Programming Problems317 cited
  • 2006Planning for Disruptions in Supply Chain Networks289 cited
  • 2014Monte Carlo sampling-based methods for stochastic optimization286 cited
  • 2009Light Robustness235 cited
  • 2011Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion210 cited
  • 2007Stochastic programming approach to optimization under uncertainty210 cited
  • 2002The Sample Average Approximation Method for Stochastic Programs with Integer Recourse179 cited
  • 2005On complexity of multistage stochastic programs165 cited
  • 2023

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Operational Research: methods and applications
124 cited
  • 2004On a Class of Minimax Stochastic Programs122 cited
  • 2011Multicut Benders decomposition algorithm for process supply chain planning under uncertainty118 cited
  • 2011A Sequential Sampling Procedure for Stochastic Programming113 cited
  • 2004On robust optimization of two-stage systems111 cited
  • 2010Integrated supply chain planning under uncertainty using an improved stochastic approach107 cited
  • 2009A Stochastic Programming Duality Approach to Inventory Centralization Games104 cited
  • 2003Inference of statistical bounds for multistage stochastic programming problems100 cited