Search Results - subject:"sample average approximation"

Risk management in liner ship fleet deployment: A joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation Research Part E: Logistics and … 60 (2013) C, pp. 1-12

joint chance constrained programming model, and the sample average approximation method and mixed-integer programming are …

Persistent link: https://www.econbiz.de/10010755159

Coordinated contract decisions in a make-to-order manufacturing supply chain : a stochastic programming approach

Feng, Yan; Martel, Alain; D'Amours, Sophie; Beauregard, … - In: Production and operations management : an international … 22 (2013) 3, pp. 642-660

Persistent link: https://www.econbiz.de/10009760427

Supply chain network design with unreliable suppliers : a Lagrangian relaxation-based approach

Benyoucef, Lyes; Xie, Xiaolan; Tanonkou, Guy Aime - In: International journal of production research 51 (2013) 21, pp. 6435-6454

Persistent link: https://www.econbiz.de/10010228978

A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem

Aydin, Nezir; Murat, Alper - In: International journal of production economics 145 (2013) 1, pp. 173-183

Persistent link: https://www.econbiz.de/10009785304

Risk management in liner ship fleet deployment : a joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation research / E : an international journal 60 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010244122

The impact of sampling methods on bias and variance in stochastic linear programs

Freimer, Michael; Linderoth, Jeffrey; Thomas, Douglas - In: Computational Optimization and Applications 51 (2012) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10010896560

SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

LUO, MEI-JU; LIN, GUI-HUA - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250014-1

problem is difficult to compute generally, we then employ sample average approximation method to solve it. Finally, we show …

Persistent link: https://www.econbiz.de/10010882952

Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand

Meng, Qiang; Wang, Tingsong; Wang, Shuaian - In: European Journal of Operational Research 223 (2012) 1, pp. 96-105

. A solution algorithm, integrating the sample average approximation with a dual decomposition and Lagrangian relaxation …

Persistent link: https://www.econbiz.de/10010597652

The sample average approximation method for empty container repositioning with uncertainties

Long, Yin; Lee, Loo Hay; Chew, Ek Peng - In: European Journal of Operational Research 222 (2012) 1, pp. 65-75

stochastic programs with a prohibitively large number of scenarios, the Sample Average Approximation (SAA) method is applied to …

Persistent link: https://www.econbiz.de/10010597693

A provisioning problem with stochastic payments

Pagnoncelli, Bernardo K.; Vanduffel, Steven - In: European Journal of Operational Research 221 (2012) 2, pp. 445-453

the technique of Sample Average Approximation can be employed to find solutions. We also use comonotonic theory to analyze … analytical approximations in a restricted Gaussian setting. Our numerical illustrations demonstrate that the Sample Average … Approximation is a viable and efficient way to solve the stated problem generally and outperforms the analytical approximations. In …

Persistent link: https://www.econbiz.de/10010597697