SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
3 references·9 citing·40 second hop
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems (1995)Probabilistic bounds (via large deviation…Asymptotic analysis of stochastic programs (1991)Asymptotic analysis of stocha…Stability in Two-Stage Stochastic Programming (1987)Stability in Two-Stage Stocha…Stochastic Optimization Problems with Incomplete Information on Distribution Functions (1985)Stochastic Optimization Probl…Non-asymptotic confidence bounds for the optimal value of a stochastic program (2017)Non-asymptotic confidence bou…Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (2007)Stability of $\varepsilon$-ap…A Study on the Cross-Entropy Method for Rare-Event Probability Estimation (2007)A Study on the Cross-Entropy …Stochastic Optimization and Statistical Inference (2003)Stochastic Optimization and S…Conditioning of convex piecewise linear stochastic programs (2002)Conditioning of convex piecew…Some Aspects of Stability in Stochastic Programming (2000)Some Aspects of Stability in …On rate of convergence of Monte Carlo approximations of stochastic programs (1998)On rate of convergence of Mon…Rates of Convergence in Stochastic Programs with Complete Integer Recourse (1996)Rates of Convergence in Stoch…Challenges in stochastic programming (1996)Challenges in stochastic prog…Optimization of conditional value-at-risk (2000)Probabilistic constrained optimization : methodology and applications (2000)A robust approach based on conditional value-at-risk measure to statistical learning problems (2008)Ordinal optimization of DEDS (1992)Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1995)Statistical Inference of Stochastic Optimization Problems (2000)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Newsvendor-type models with decision-dependent uncertainty (2012)Numerical Techniques for Stochastic Optimization (1988)Stability of Stochastic Programming Problems (2003)Stochastic programming approach to optimization under uncertainty (2007)Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (2021)Stochastic Linear Programming (1976)Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stability and sensitivity-analysis for stochastic programming (1990)Stability analysis for stochastic programs (1991)On structure and stability in stochastic programs with random technology matrix and complete integer recourse (1995)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)The integer L-shaped method for stochastic integer programs with complete recourse (1993)Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming (2008)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Monte Carlo simulation approach to stochastic programming (2002)Assessing Solution Quality in Stochastic Programs via Sampling (2009)The impact of sampling methods on bias and variance in stochastic linear programs (2010)Introduction to Stochastic Programming (2011)Conditional value-at-risk for general loss distributions (2002)Monte Carlo Sampling Methods (2003)Scenario reduction in stochastic programming (2003)Variational Theory for Optimization under Stochastic Ambiguity (2017)Scenario reduction for stochastic programs with Conditional Value-at-Risk (2018)Simulation Modeling and Analysis. (1983)Simulation modeling and analysis (1999)Monte Carlo Methods in Financial Engineering (2003)The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)A system approach to management of catastrophic risks (2000)Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (1987)A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs (1988)
this work references cited by second hop

References

  • 1991Asymptotic analysis of stochastic programs258 cited
  • 1987Stability in Two-Stage Stochastic Programming101 cited
  • 1985Stochastic Optimization Problems with Incomplete Information on Distribution Functions82 cited

Cited by

  • 2002Conditioning of convex piecewise linear stochastic programs67 cited
  • 1998On rate of convergence of Monte Carlo approximations of stochastic programs61 cited
  • 2003Stochastic Optimization and Statistical Inference53 cited
  • 1996Challenges in stochastic programming53 cited
  • 2007A Study on the Cross-Entropy Method for Rare-Event Probability Estimation52 cited
  • 1996Rates of Convergence in Stochastic Programs with Complete Integer Recourse48 cited
  • 2007Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs41 cited
  • 2017Non-asymptotic confidence bounds for the optimal value of a stochastic program40 cited
  • 2000Some Aspects of Stability in Stochastic Programming37 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work