Narrow search
Showing 1 - 10 of 55
Cover Image
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
Cover Image
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
Cover Image
Model counting of monotone conjunctive normal form formulas with spectra
Vaisman, Radislav; Strichman, Ofer; Gercbach, Ilʹja B. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 406-415
Persistent link: https://www.econbiz.de/10011291287
Cover Image
Conditional value-at-risk approximation to value-at-risk constrained programs : a remedy via Monte Carlo
Hong, L. Jeff; Hu, Zhaolin; Zhang, Liwei - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 385-400
Persistent link: https://www.econbiz.de/10010362435
Cover Image
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
Cover Image
On the lattice structure of a special class of multiple recursive random number generators
L'Ecuyer, Pierre; Simard, Richard - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 449-460
Persistent link: https://www.econbiz.de/10010399816
Cover Image
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Cover Image
Simulation-based approximate policy iteration with generalized logistic functions
Sauré, Antoine; Patrick, Jonathan; Puterman, Martin L. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 579-595
Persistent link: https://www.econbiz.de/10011387612
Cover Image
Some monotonicity results for stochastic kriging metamodels in sequential settings
Wang, Bing; Hu, Jiaqiao - In: INFORMS journal on computing : JOC 30 (2018) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10011878271
Cover Image
Methods for system selection based on sequential mean-variance analysis
Batur, Demet; Wang, Lina; Choobineh, F. Fred - In: INFORMS journal on computing : JOC 30 (2018) 4, pp. 724-738
Persistent link: https://www.econbiz.de/10011966559