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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 101 - 110 of 157
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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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An integrated flight scheduling and fleet assignment problem under uncertainty
Kenan, Nabil; Jebali, Aida; Diabat, Ali - In: Computers & operations research : and their … 100 (2018), pp. 333-342
Persistent link: https://www.econbiz.de/10011930642
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Profit-oriented partial disassembly line design : dealing with hazardous parts and task processing times uncertainty
Bentaha, Mohand Lounes; Dolgui, Alexandre; Battaïa, Olga; … - In: International journal of production research 56 (2018) 24, pp. 7220-7242
Persistent link: https://www.econbiz.de/10011986934
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Selective disassembly sequencing with random operation times in parallel disassembly environment
Kim, Hyung-Won; Park, Chuljin; Lee, Dong-ho - In: International journal of production research 56 (2018) 24, pp. 7243-7257
Persistent link: https://www.econbiz.de/10011986937
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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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Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan - In: European journal of operational research : EJOR 270 (2018) 3, pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin; Zhang, Dali - In: Naval research logistics : an international journal 65 (2018) 5, pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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Risk averse shortest paths : a computational study
Chicoisne, Renaud; Ordóñez, Fernando; Espinoza, Daniel - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 539-553
Persistent link: https://www.econbiz.de/10011948091
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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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An optimal path model for the risk-averse traveler
Zhang, Leilei; Homem-de-Mello, Tito - In: Transportation science : a journal of the Institute for … 51 (2017) 2, pp. 518-535
Persistent link: https://www.econbiz.de/10011689597
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