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Variable-sample methods for stochastic optimization
13 references·16 citing·33 second hop
Variable-sample methods for stochastic optimization (2003)Variable-sample methods for stochastic op…Large Deviations For Performance Analysis (2019)Large Deviations For Performa…The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (2000)On the Rate of Convergence of…A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization (1999)A Simulated Annealing Algorit…A simulation-based approach to two-stage stochastic programming with recourse (1998)A simulation-based approach t…Analysis of Sample-Path Optimization (1996)Analysis of Sample-Path Optim…A Global Search Method for Discrete Stochastic Optimization (1996)A Global Search Method for Di…Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1995)Discrete Event Systems: Sensi…A Method for Discrete Stochastic Optimization (1995)A Method for Discrete Stochas…Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1994)Discrete Event Systems: Sensi…Stochastic Discrete Optimization (1992)Stochastic Discrete Optimizat…Ordinal optimization of DEDS (1992)Ordinal optimization of DEDSAsymptotic analysis of stochastic programs (1991)Asymptotic analysis of stocha…A machine learning based sample average approximation for supplier selection with option contract in humanitarian relief (2024)A machine learning based samp…Risk and complexity in scenario optimization (2019)Risk and complexity in scenar…An enhanced sample average approximation method for stochastic optimization (2016)An enhanced sample average ap…Scenario Min-Max Optimization and the Risk of Empirical Costs (2015)Scenario Min-Max Optimization…A Review of Random Search Methods (2014)A Review of Random Search Met…Simulation Optimization: A Concise Overview and Implementation Guide (2013)Simulation Optimization: A Co…A simulation optimization approach for a two-echelon inventory system with service level constraints (2013)A simulation optimization app…Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization (2012)Stochastic Nelder–Mead simple…The stochastic root-finding problem (2011)The stochastic root-finding p…A Sequential Sampling Procedure for Stochastic Programming (2011)A Sequential Sampling Procedu…On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization (2010)On Choosing Parameters in Ret…Assessing Solution Quality in Stochastic Programs via Sampling (2009)Assessing Solution Quality in…Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization (2008)Balanced Explorative and Expl…Variable-Number Sample-Path Optimization (2007)Variable-Number Sample-Path O…Chapter 21 Metaheuristics (2006)Chapter 21 MetaheuristicsChapter 20 An Overview of Simulation Optimization via Random Search (2006)Chapter 20 An Overview of Sim…Applied Probability and Queues (1987)Stochastic Modeling and the Theory of Queues (1989)Industrial strength COMPASS (2010)Simulation optimization: a review of algorithms and applications (2014)Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (2015)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)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)Linear Programming under Uncertainty (1955)Linear Programming Under Uncertainty (2004)Stochastic Programming (2010)Monte Carlo sampling-based methods for stochastic optimization (2014)Robust Stochastic Optimization Made Easy with RSOME (2020)Gradient Estimation via Perturbation Analysis (1991)A review of simulation optimization techniques (2002)A survey of simulation optimization techniques and procedures (2002)Optimization via simulation: A review (1994)A Guide to Sample Average Approximation (2014)Mean-Value Analysis of Closed Multichain Queuing Networks (1980)Simulation Modeling and Analysis. 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References

  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 1992Ordinal optimization of DEDS445 cited
  • 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method383 cited
  • 1998A simulation-based approach to two-stage stochastic programming with recourse290 cited
  • 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method270 cited
  • 1991Asymptotic analysis of stochastic programs258 cited
  • 2000On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs253 cited
  • 1996Analysis of Sample-Path Optimization248 cited
  • 2019Large Deviations For Performance Analysis238 cited
  • 1999A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization220 cited
  • 1992Stochastic Discrete Optimization203 cited
  • 1996A Global Search Method for Discrete Stochastic Optimization189 cited
  • 1995A Method for Discrete Stochastic Optimization130 cited

Cited by

  • 2011A Sequential Sampling Procedure for Stochastic Programming113 cited
  • 2012Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization

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111 cited
  • 2006Chapter 20 An Overview of Simulation Optimization via Random Search104 cited
  • 2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization94 cited
  • 2019Risk and complexity in scenario optimization77 cited
  • 2006Chapter 21 Metaheuristics72 cited
  • 2007Variable-Number Sample-Path Optimization65 cited
  • 2016An enhanced sample average approximation method for stochastic optimization63 cited
  • 2011The stochastic root-finding problem63 cited
  • 2013Simulation Optimization: A Concise Overview and Implementation Guide62 cited
  • 2014A Review of Random Search Methods59 cited
  • 2015Scenario Min-Max Optimization and the Risk of Empirical Costs53 cited
  • 2009Assessing Solution Quality in Stochastic Programs via Sampling53 cited
  • 2008Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization52 cited
  • 2013A simulation optimization approach for a two-echelon inventory system with service level constraints34 cited
  • 2024A machine learning based sample average approximation for supplier selection with option contract in humanitarian relief32 cited