SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Convergence Properties of Two-Stage Stochastic Programming · Study

ArticleShelves

ArticleConvergence Properties of Two-Stage Stochastic Programming

Liyi Dai2000

Article2000

Convergence Properties of Two-Stage Stochastic Programming

Liyi Dai · C.-H. Chen · John R. Birge

93 citations·0/0 files stored·Journal of Optimization Theory and Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Advanced Optimization Algorithms Research Stochastic Gradient Optimization Techniques

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 93 citations exist upstream.

References

2011Introduction to Stochastic Programming 1998Introduction to Stochastic Programming 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems 1991Asymptotic analysis of stochastic programs 1996Analysis of Sample-Path Optimization 1996Sample-path optimization of convex stochastic performance functions 1987Optimization in simulation

Cited by

2008On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling 2002Conditioning of convex piecewise linear stochastic programs 2016Mixed-Integer Rounding Enhanced Benders Decomposition for Multiclass Service-System Staffing and Scheduling with Arrival Rate Uncertainty 2012Multi-location transshipment problem with capacitated production 2021Fourth-party logistics network design with service time constraint under stochastic demand

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Stochastic programming by Monte Carlo simulation methodsarticle · 5 shared references 2014Simulation optimization: a review of algorithms and applicationsarticle · 4 shared references 2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimizationarticle · 4 shared references 2008On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Samplingarticle · 4 shared references 2003Monte Carlo sampling approach to stochastic programmingarticle · 4 shared references 1996Simulation-based optimization—convergence analysis and statistical inferencearticle · 4 shared references

Details

Year2000

Typearticle

Published2000-09-01

VenueJournal of Optimization Theory and Applications

ISSN-L0022-3239

Languageen

Citations93

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1023/a:1004649211111

openalex_workW48523452

Links

Imported from OpenAlex (CC0) — nothing here is generated.