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  • Search: subject:"Sample Average Approximation"
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Year of publication
Subject
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Mathematical programming 88 Mathematische Optimierung 88 Theorie 88 Theory 88 Sample average approximation 87 Stochastic process 75 Stochastischer Prozess 75 sample average approximation 63 Sampling 44 Stichprobenerhebung 44 Scheduling problem 26 Scheduling-Verfahren 26 Stochastic programming 22 Lieferkette 19 Supply chain 19 Decomposition method 18 Dekompositionsverfahren 18 Estimation theory 18 Schätztheorie 18 Algorithm 17 Algorithmus 17 Hospital 15 Krankenhaus 15 Tourenplanung 15 Vehicle routing problem 15 stochastic programming 13 Stochastic optimization 12 Simulation 11 Production planning 9 Produktionsplanung 9 Benders decomposition 8 Ganzzahlige Optimierung 8 Integer programming 8 Inventory model 8 Lagerhaltungsmodell 8 Robust statistics 8 Robustes Verfahren 8 Heuristics 7 Heuristik 7 Risikomaß 7
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Online availability
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Undetermined 130 Free 24 CC license 1
Type of publication
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Article 158 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 131 Aufsatz in Zeitschrift 131 Article 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Conference paper 1 Konferenzbeitrag 1
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Language
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English 141 Undetermined 23
Author
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Marufuzzaman, Mohammad 7 Wang, Shuaian 6 Jans, Raf 4 Meng, Qiang 4 Bian, Linkan 3 Chang, Kuo-Hao 3 Chang, Tzu-Yin 3 Loumrhari, Imane 3 Pagnoncelli, Bernardo K. 3 Quddus, Md Abdul 3 Wang, Tingsong 3 Xu, Huifu 3 Zhang, Dali 3 Aghalari, Amin 2 Aghezzaf, El-Houssaine 2 Ahmed, Shabbir 2 Alnaggar, Aliaa 2 Alumur, Sibel A. 2 Anderson, Edward J. 2 Aydin, Nezir 2 Barati, M. 2 Bashiri, Mahdi 2 Battaïa, Olga 2 Bookbinder, James H. 2 Bruneel, Herwig 2 Chew, Ek Peng 2 Chowdhury, Sudipta 2 De Vuyst, Stijn 2 Diabat, Ali 2 Dolgui, Alexandre 2 Dong, Ming 2 Dong, Zhijie 2 Escobar, John Willmer 2 Espinoza, Daniel 2 Fatemi Ghomi, S. M. T. 2 Garrido, Rodrigo A. 2 Goshu, Natnael Nigussie 2 Gzara, Fatma 2 Heinrichs, Nikolai 2 Heydari, J. 2
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Institution
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HAL 2 Business School, University of Sydney 1
Published in...
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International journal of production research 14 European journal of operational research : EJOR 13 Operations research letters 9 Computers & operations research : and their applications to problems of world concern ; an international journal 7 International journal of production economics 7 Transportation research / E : an international journal 7 Operations research 6 European Journal of Operational Research 5 Journal of the Operational Research Society 5 Mathematics of operations research 5 Omega : the international journal of management science 5 International transactions in operational research : a journal of the International Federation of Operational Research Societies 4 Transportation Research Part E: Logistics and Transportation Review 4 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 4 Asia-Pacific Journal of Operational Research (APJOR) 3 Computational Optimization and Applications 3 INFORMS journal on computing : JOC 3 Transportation research : an international journal 3 Health care management science 2 Health care management science : a new journal serving the international health care management community 2 International journal of business performance and supply chain modelling 2 Journal of Industrial Engineering International 2 Journal of industrial engineering international 2 Les cahiers du GERAD 2 Management Science 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 OR spectrum : quantitative approaches in management 2 Opsearch : journal of the Operational Research Society of India 2 Socio-economic planning sciences : the international journal of public sector decision-making 2 Top : an official journal of the Spanish Society of Statistics and Operations Research 2 Transportation science 2 Applied Energy 1 Central European Journal of Operations Research 1 Central European journal of operations research 1 Computational Management Science 1 Computational Management Science : CMS 1 Computers & operations research : an international journal 1 EURO Journal on Transportation and Logistics (EJTL) 1 EURO journal on transportation and logistics 1 European journal of industrial engineering : EJIE 1
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Source
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ECONIS (ZBW) 134 RePEc 23 EconStor 7
Showing 101 - 110 of 164
Cover Image
Sample average approximation for the continuous type principal-agent problem
Singham, D. I. - In: European journal of operational research : EJOR 275 (2019) 3, pp. 1050-1057
Persistent link: https://www.econbiz.de/10011993644
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Stochastic integer programming for multi-disciplinary outpatient clinic planning
Leeftink, A. G.; Vliegen, I. M. H.; Hans, E. W. - In: Health care management science 22 (2019) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10011993985
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The big data newsvendor : practical insights from machine learning
Ban, Gah-Yi; Rudin, Cynthia - In: Operations research 67 (2019) 1, pp. 90-108
Persistent link: https://www.econbiz.de/10012000794
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A capacitated lot sizing problem with stochastic setup times and overtime
Taş, Duygu; Gendreau, Michel; Jabali, Ola; Jans, Raf - In: European journal of operational research : EJOR 273 (2019) 1, pp. 146-159
Persistent link: https://www.econbiz.de/10011979475
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Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi; Simchi-Levi, David - In: Mathematics of operations research 44 (2019) 2, pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
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Importance sampling for jump processes and applications to finance
Kassim, Laetitia Badouraly; Lelong, Jérôme; … - HAL - 2014
average approximation techniques. We illustrate the efficiency of our method on the valuation of financial derivatives in … the standard exponential tilting for the Brownian motion. The free parameters of our framework are optimized using sample …
Persistent link: https://www.econbiz.de/10010820657
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Confidence Levels for CVaR Risk Measures and Minimax Limits*
Anderson, Edward; Xu, Huifu; Zhang, Dali - Business School, University of Sydney - 2014
the benefits of a sample average approximation scheme for the CVaR constraints and investigate the convergence of the …
Persistent link: https://www.econbiz.de/10010857373
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Cover Image
Importance sampling for jump processes and applications to finance
Kassim, Laetitia Badouraly; Lelong, Jérôme; … - HAL - 2013
average approximation techniques. We illustrate the efficiency of our method on the valuation of financial derivatives in … the standard exponential tilting for the Brownian motion. The free parameters of our framework are optimized using sample …
Persistent link: https://www.econbiz.de/10010721445
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Cover Image
A two-stage chance-constrained stochastic programming model for a bio-fuel supply chain network
Quddus, Md Abdul; Chowdhury, Sudipta; Marufuzzaman, Mohammad - In: International journal of production economics 195 (2018), pp. 27-44
Persistent link: https://www.econbiz.de/10011802031
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A risk-averse location-protection problem under intentional facility disruptions : a modified hybrid decomposition algorithm
Jalali, Sajjad; Seifbarghy, Mehdi; Niaki, Seyed Taghi … - In: Transportation research / E : an international journal 114 (2018), pp. 196-219
Persistent link: https://www.econbiz.de/10011870632
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