Search Results - subject:"Sample Average Approximation"

Meng, Fanwen; Sun, Jie; Goh, Mark - In: Computational Optimization and Applications 50 (2011) 2, pp. 379-401

Persistent link: https://www.econbiz.de/10009325279

XU, HUIFU - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 103-119

In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic …

Persistent link: https://www.econbiz.de/10008514995

Shen, Siqian; Smith, J. Cole; Ahmed, Shabbir - In: Management Science 56 (2010) 10, pp. 1794-1814

-and-complexity diversified problems, using the sample average approximation method to guide our scenario generation. …

Persistent link: https://www.econbiz.de/10009208694

Akçay, Yalçin; Xu, Susan H. - In: Management Science 50 (2004) 1, pp. 99-116

can be solved in either polynomial or pseudopolynomial time. We also use the sample average approximation method to …

Persistent link: https://www.econbiz.de/10009214912