Search Results - subject:"Sample average approximation"

Confidence sets for the sample average approximation of stochastic discrete optimization problems

Martinoli, Mario; Seri, Raffaello; Tonati, Samuele - 2026

solved through the sample average approximation method. Design/methodology/approach - By combining the concept of Model … is solved using the sample average approximation method, the confidence set should be reported alongside the solution in …

Persistent link: https://www.econbiz.de/10015619219

Confidence sets for the sample average approximation of stochastic discrete optimization problems

Martinoli, Mario; Seri, Raffaello; Tonati, Samuele - 2026

Persistent link: https://www.econbiz.de/10015614656

Integrated lot sizing and blending problems under demand uncertainty

Gonçalves, Maurício Rocha; Jans, Raf; Araujo, Silvio de - 2025

Persistent link: https://www.econbiz.de/10015195173

A sample average approximation-based heuristic for the stochastic production routing problem

In: Central European journal of operations research 33 (2025) 1, pp. 121-144

Persistent link: https://www.econbiz.de/10015195688

A stochastic nonlinear programming model for budget mix optimization of digital marketing campaigns under uncertainty

Yahia, Zakaria; ElBolok, Mostafa - In: Future business journal 11 (2025) 1, pp. 1-28

Sainsbury Normal Method (SNM) to correct for audience duplication across platforms and employing Sample Average Approximation …

Persistent link: https://www.econbiz.de/10015612299

Meal delivery routing problem with stochastic meal preparation times and customer locations

Kancharla, Surendra Reddy; Van Woensel, Tom; Waller, S. … - In: Networks and spatial economics : a journal of … 24 (2024) 4, pp. 997-1020

Persistent link: https://www.econbiz.de/10015195279

Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem

Stadtler, Hartmut; Heinrichs, Nikolai - In: OR spectrum : quantitative approaches in management 46 (2024) 3, pp. 639-668

Persistent link: https://www.econbiz.de/10015188624

Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method

Panadero, Javier; Juan, Angel A.; Ghorbani, Elnaz; … - In: International transactions in operational research : a … 31 (2024) 5, pp. 3036-3060

Persistent link: https://www.econbiz.de/10014533499

Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem

Stadtler, Hartmut; Heinrichs, Nikolai - In: OR Spectrum 46 (2024) 3, pp. 639-668

Using scenarios to model a stochastic system’s behavior poses a dilemma. While a large(r) set of scenarios usually improves the model’s accuracy, it also causes drastic increases in the model’s size and the computational effort required. Multi-period descriptive sampling (MPDS) is a new...

Persistent link: https://www.econbiz.de/10015333155

A sample average approximation-based heuristic for the stochastic production routing problem

Geiger, Andreas - In: Central European Journal of Operations Research 33 (2024) 1, pp. 121-144

methods based on Sample Average Approximation are introduced. Furthermore, the impact of the routing quality is explored by … heuristic within an adjustable Sample Average Approximation approach provides better objective function values than the …

Persistent link: https://www.econbiz.de/10015358823