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  • Search: subject:"stochastic gradient methods"
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stochastic gradient methods 2 Data Science 1 Estimation theory 1 Gibbs sampling 1 Langevin dynamics 1 Mathematical programming 1 Mathematische Optimierung 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 choice behavior 1 empirical risk minimization 1 momentum-based acceleration 1 network capacity control 1 nonconvex optimization 1 simulation-based optimization 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Chaneton, Juan M. 1 Gao, Xuefeng 1 Gürbüzbalaban, Mert 1 Vulcano, Gustavo 1 Zhu, Lingjiong 1
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Manufacturing & Service Operations Management 1 Operations research 1
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ECONIS (ZBW) 1 RePEc 1
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Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization : nonasymptotic performance bounds and momentum-based acceleration
Gao, Xuefeng; Gürbüzbalaban, Mert; Zhu, Lingjiong - In: Operations research 70 (2022) 5, pp. 2931-2947
Persistent link: https://www.econbiz.de/10014307142
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Computing Bid Prices for Revenue Management Under Customer Choice Behavior
Chaneton, Juan M.; Vulcano, Gustavo - In: Manufacturing & Service Operations Management 13 (2011) 4, pp. 452-470
We consider a choice-based, network revenue management (RM) problem in a setting where heterogeneous customers consider an assortment of products offered by a firm (e.g., different flight times, fare classes, and/or routes). Individual choice decisions are modeled through an ordered list of...
Persistent link: https://www.econbiz.de/10010630503
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