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Asymptotics for the survival probability of time-inhomogeneous diffusion processes
Wang, Yimei; Yang, Nian - In: Operations research letters 51 (2023) 3, pp. 308-311
Persistent link: https://www.econbiz.de/10014374890
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From estimation to optimization via shrinkage
Davarnia, Danial; Cornuéjols, Gérard - In: Operations research letters 45 (2017) 6, pp. 642-646
Persistent link: https://www.econbiz.de/10011783068
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On the sample path properties of mixed Poisson processes
Miaoqi, Fu; Peng, Xianhua - In: Operations research letters 46 (2018) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10011807836
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On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
Jiang, Guangxin; Xu, Chenglong; Fu, Michael - In: Operations research letters 44 (2016) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10011455555
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When can we improve on sample average approximation for stochastic optimization?
Anderson, Edward J.; Nguyen, Harrison - In: Operations research letters 48 (2020) 5, pp. 566-572
Persistent link: https://www.econbiz.de/10012303409
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Asymptotic analysis for a stochastic semidefinite programming
Zhang, Jie; Lin, Shuang; Zhang, Yi - In: Operations research letters 49 (2021) 2, pp. 164-170
Persistent link: https://www.econbiz.de/10012506602
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Logarithmic sample bounds for Sample Average Approximation with capacity- or budget-constraints
Bugg, Caleb; Aswani, Anil - In: Operations research letters 49 (2021) 2, pp. 231-238
Persistent link: https://www.econbiz.de/10012506656
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Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry; Li, Haidong; Zhang, Xuhui - In: Operations research letters 49 (2021) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
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Iteratively sampling scheme for stochastic optimization with variable number sample path
Hao, Shuang; Zhang, Dali; Dong, Ming - In: Operations research letters 50 (2022) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10013364106
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Ergodic theorems for queuing systems with dependent inter-arrival times
Lovas, Attila; Rásonyi, Miklós - In: Operations research letters 49 (2021) 5, pp. 682-687
Persistent link: https://www.econbiz.de/10013207427