Search Results - subject:"sample average approximation"

Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk

Rezaei, Shahrbanoo; Ghalehkhondabi, Iman; Rafiee, Majid; … - In: Opsearch : journal of the Operational Research Society … 57 (2020) 3, pp. 908-934

Persistent link: https://www.econbiz.de/10012302376

When can we improve on sample average approximation for stochastic optimization?

Anderson, Edward J.; Nguyen, Harrison - In: Operations research letters 48 (2020) 5, pp. 566-572

Persistent link: https://www.econbiz.de/10012303409

Designing schedule configuration of a hybrid appointment system for a two-stage outpatient clinic with multiple servers

Srinivas, Sharan; Ravindran, A. Ravi - In: Health care management science : a new journal serving … 23 (2020) 3, pp. 360-386

Persistent link: https://www.econbiz.de/10012291186

A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift

Gamboa, Carlos; Silva, Thuener; Valladão, Davi; … - In: Top : an official journal of the Spanish Society of … 28 (2020) 3, pp. 549-574

Persistent link: https://www.econbiz.de/10012305524

Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs

Halman, Nir - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1157-1181

Persistent link: https://www.econbiz.de/10012390216

Benders decomposition for the profit maximizing capacitated hub location problem with multiple demand classes

Taherkhani, Gita; Alumur, Sibel A.; Hosseini, Mojtaba - In: Transportation science : a journal of the Institute for … 54 (2020) 6, pp. 1446-1470

Persistent link: https://www.econbiz.de/10012414375

A stochastic programming approach for electric vehicle charging station expansion plans

Kabli, Mohannad; Quddus, Md Abdul; Nurre, Sarah G.; … - In: International journal of production economics 220 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012175337

A stochastic model for operating room planning under uncertainty and equipment capacity constraints

Razmi, J.; Barati, M.; Yousefi, M.S.; Heydari, J. - In: Journal of industrial engineering international 11 (2015), pp. 269-279

third level, a new stochastic mathematical programming model is proposed. Then sample average approximation is presented to …

Persistent link: https://www.econbiz.de/10011557213

A stochastic model for operating room planning under uncertainty and equipment capacity constraints

Razmi, J.; Barati, M.; Yousefi, M.S.; Heydari, J. - In: Journal of Industrial Engineering International 11 (2015), pp. 269-279

third level, a new stochastic mathematical programming model is proposed. Then sample average approximation is presented to …

Persistent link: https://www.econbiz.de/10011640842

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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