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The impact of sampling methods on bias and variance in stochastic linear programs
16 references·0 citing·27 second hop
The impact of sampling methods on bias and variance in stochastic linear programs (2010)The impact of sampling methods on bias an…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (2008)On Rates of Convergence for S…The empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sam…Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Adaptive Ordering and Pricing for Perishable Products (2000)Adaptive Ordering and Pricing…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…Simulation modeling and analysis (1999)Simulation modeling and analy…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments (1998)Correlation-Induction Techniq…Efficient sampling technique for optimization under uncertainty (1997)Efficient sampling technique …Network planning with random demand (1994)Network planning with random …Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Simulation Modeling and Analysis. (1983)Simulation Modeling and Analy…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)A Comparison of Three Methods…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)On Complexity of Stochastic Programming Problems (2006)Planning for Disruptions in Supply Chain Networks (2006)Monte Carlo sampling-based methods for stochastic optimization (2014)Inventory management and production planning and scheduling (1999)Scenarios for Multistage Stochastic Programs (2000)Proceedings of the 2002 Winter Simulation Conference (2002)Evaluation of scenario-generation methods for stochastic programming (2003)Chance-Constrained Programming (1959)Assessing solution quality in stochastic programs (2006)Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)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)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Modeling Good Research Practices—Overview: A Report of the ISPOR-SMDM Modeling Good Research Practices Task Force-1 (2012)Simulation Modeling and Analysis (2016)Adaptive sparse polynomial chaos expansion based on least angle regression (2010)
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90 cited
  • 2008On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling82 cited
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