Search Results - subject:"sample average approximation"

Importance sampling for jump processes and applications to finance

Badouraly Kassim, Laetitia; Lelong, Jérõme; … - In: The journal of computational finance 19 (2015/2016) 2, pp. 109-139

Persistent link: https://www.econbiz.de/10011442676

The data-driven newsvendor problem : new bounds and insights

Levi, Retsef; Perakis, Georgia; Uichanco, Joline - In: Operations research 63 (2015) 6, pp. 1294-1306

Persistent link: https://www.econbiz.de/10011422506

A stochastic model for operating room planning under capacity constraints

Jebali, Aida; Diabat, Ali - In: International journal of production research 53 (2015) 23/24, pp. 7252-7270

Persistent link: https://www.econbiz.de/10011432234

A stochastic programming approach for floods emergency logistics

Garrido, Rodrigo A.; Lamas, Patricio; Pino, Francisco - In: Transportation research / E : an international journal 75 (2015), pp. 18-31

Persistent link: https://www.econbiz.de/10010509987

Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem

Long, Yin; Chew, Ek Peng; Lee, Loo Hay - In: OR spectrum : quantitative approaches in management 37 (2015) 2, pp. 389-405

Persistent link: https://www.econbiz.de/10010513277

Topological optimization of reliable networks under dependent failures

Barrera, Javiera; Cancela, Héctor; Moreno, Eduardo - In: Operations research letters 43 (2015) 2, pp. 132-136

Persistent link: https://www.econbiz.de/10010515800

A stochastic programming approach for floods emergency logistics

Garrido, Rodrigo A.; Lamas, Patricio; Pino, Francisco J. - In: Transportation Research Part E: Logistics and … 75 (2015) C, pp. 18-31

approximately solved with sample average approximation. The article presents a method to quantify the impact of the various …

Persistent link: https://www.econbiz.de/10011208996

A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs

Espinoza, Daniel; Moreno, Eduardo - In: Computational Optimization and Applications 59 (2014) 3, pp. 617-638

) problem. Over more general distributions, recent techniques, such as the sample average approximation method, allow to …

Persistent link: https://www.econbiz.de/10011151836

Economic and environmental optimization of a large scale sustainable dual feedstock lignocellulosic-based bioethanol supply chain in a stochastic environment

Osmani, Atif; Zhang, Jun - In: Applied Energy 114 (2014) C, pp. 572-587

This work proposes a two-stage stochastic optimization model to maximize the expected profit and simultaneously minimize carbon emissions of a dual-feedstock lignocellulosic-based bioethanol supply chain (LBSC) under uncertainties in supply, demand and prices. The model decides the optimal...

Persistent link: https://www.econbiz.de/10010729387

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