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  • Search: subject:"sample average approximation"
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Year of publication
Subject
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Mathematical programming 86 Mathematische Optimierung 86 Sample average approximation 85 Theorie 85 Theory 85 Stochastic process 72 Stochastischer Prozess 72 sample average approximation 60 Sampling 41 Stichprobenerhebung 41 Scheduling problem 26 Scheduling-Verfahren 26 Stochastic programming 22 Lieferkette 19 Supply chain 19 Decomposition method 18 Dekompositionsverfahren 18 Estimation theory 17 Schätztheorie 17 Algorithm 16 Algorithmus 16 Hospital 15 Krankenhaus 15 Tourenplanung 15 Vehicle routing problem 15 stochastic programming 13 Stochastic optimization 11 Simulation 10 Production planning 9 Produktionsplanung 9 Benders decomposition 8 Ganzzahlige Optimierung 8 Integer programming 8 Robust statistics 8 Robustes Verfahren 8 Heuristics 7 Heuristik 7 Inventory model 7 Lagerhaltungsmodell 7 Risikomaß 7
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Online availability
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Undetermined 124 Free 23 CC license 1
Type of publication
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Article 151 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 125 Aufsatz in Zeitschrift 125 Article 6 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 134 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 Alumur, Sibel A. 2 Anderson, Edward J. 2 Aydin, Nezir 2 Barati, M. 2 Bashiri, Mahdi 2 Battaïa, Olga 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 Heinrichs, Nikolai 2 Heydari, J. 2 Homem-de-Mello, Tito 2 Hosseini, Mojtaba 2 Hu, Shaolong 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 European Journal of Operational Research 5 Journal of the Operational Research Society 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 Operations research 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 Mathematics of operations research 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 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 1 European journal of industrial engineering : EJIE 1 GSBE research memoranda 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 INFORMS journal on optimization 1
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Source
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ECONIS (ZBW) 128 RePEc 23 EconStor 6
Showing 91 - 100 of 157
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Sample average approximation for a two-echelon inventory system with service-level constraints
Tsai, Shing Chih; Ho, I-Ying - In: Journal of the Operational Research Society 70 (2019) 4, pp. 675-688
Persistent link: https://www.econbiz.de/10012212911
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On the optimal solution of budgeted influence maximization problem in social networks
Güney, Evren - In: Operational research : an international journal 19 (2019) 3, pp. 817-831
Persistent link: https://www.econbiz.de/10012127702
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Scheduling elective surgery patients considering time-dependent health urgency : modeling and solution approaches
Eun, Joonyup; Kim, Sang-Phil; Yih, Yuehwern; Tiwari, Vikram - In: Omega : the international journal of management science 86 (2019), pp. 137-153
Persistent link: https://www.econbiz.de/10012016321
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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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The stratified p-center problem
Albareda-Sambola, Maria; Martínez-Merino, Luisa I.; … - In: Computers & operations research : and their … 108 (2019), pp. 213-225
Persistent link: https://www.econbiz.de/10012065003
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Efficient solution selection for two-stage stochastic programs
Fei, Xin; Gülpınar, Nalân; Branke, Jürgen - In: European journal of operational research : EJOR 277 (2019) 3, pp. 918-929
Persistent link: https://www.econbiz.de/10012102211
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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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Sample average approximation for multi-vehicle collection-disassembly problem under uncertainty
Habibi, Muh. Khoirul Khakim; Battaïa, Olga; Cung, Van-Dat - In: International journal of production research 57 (2019) 8, pp. 2409-2428
Persistent link: https://www.econbiz.de/10012184067
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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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