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Convergence Properties of Two-Stage Stochastic Programming
7 references·5 citing·40 second hop
Convergence Properties of Two-Stage Stochastic Programming (2000)Convergence Properties of Two-Stage Stoch…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Sample-path optimization of convex stochastic performance functions (1996)Sample-path optimization of c…Analysis of Sample-Path Optimization (1996)Analysis of Sample-Path Optim…Asymptotic analysis of stochastic programs (1991)Asymptotic analysis of stocha…Optimization in simulation (1987)Optimization in simulationStochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…Fourth-party logistics network design with service time constraint under stochastic demand (2021)Fourth-party logistics networ…Mixed-Integer Rounding Enhanced Benders Decomposition for Multiclass Service-System Staffing and Scheduling with Arrival Rate Uncertainty (2016)Mixed-Integer Rounding Enhanc…Multi-location transshipment problem with capacitated production (2012)Multi-location transshipment …On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (2008)On Rates of Convergence for S…Conditioning of convex piecewise linear stochastic programs (2002)Conditioning of convex piecew…A Stochastic Approximation Method (1951)Application of a Technique for Research and Development Program Evaluation (1959)Proceedings of the 1987 winter simulation conference (1988)Stochastic Programming: Optimization When Uncertainty Matters (2005)Chapter 19 Gradient Estimation (2006)Simulation optimization: a review of algorithms and applications (2014)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 Estimation of the Maximum of a Regression Function (1952)Accelerated Stochastic Approximation (1958)Smoothed (conditional) perturbation analysis of discrete event dynamical systems (1987)Optimization of static simulation models by the score function method (1990)On the Convergence Rates of IPA and FDC Derivative Estimators (1994)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Gradient Estimation via Perturbation Analysis (1991)Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1995)A review of simulation optimization techniques (2002)A survey of simulation optimization techniques and procedures (2002)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)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Staffing and scheduling flexible call centers by two-stage robust optimization (2016)Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems (2018)Two-stage recoverable robust optimization for an integrated location–allocation and evacuation planning problem (2024)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Two-stage linear decision rules for multi-stage stochastic programming (2018)Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees (2023)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Monte Carlo Sampling Methods (2003)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 1991Asymptotic analysis of stochastic programs258 cited
  • 1996Analysis of Sample-Path Optimization248 cited
  • 1996Sample-path optimization of convex stochastic performance functions157 cited
  • 1987Optimization in simulation101 cited

Cited by

  • 2008On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling82 cited
  • 2002Conditioning of convex piecewise linear stochastic programs67 cited
  • 2016Mixed-Integer Rounding Enhanced Benders Decomposition for Multiclass Service-System Staffing and Scheduling with Arrival Rate Uncertainty66 cited
  • 2012Multi-location transshipment problem with capacitated production34 cited
  • 2021Fourth-party logistics network design with service time constraint under stochastic demand28 cited

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