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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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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
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A risk-averse location-protection problem under intentional facility disruptions : a modified hybrid decomposition algorithm
Jalali, Sajjad; Seifbarghy, Mehdi; Niaki, Seyed Taghi … - In: Transportation research / E : an international journal 114 (2018), pp. 196-219
Persistent link: https://www.econbiz.de/10011870632
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The big data newsvendor : practical insights from machine learning
Ban, Gah-Yi; Rudin, Cynthia - In: Operations research 67 (2019) 1, pp. 90-108
Persistent link: https://www.econbiz.de/10012000794
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A hybrid decomposition algorithm for designing a multi-modal transportation network under biomass supply uncertainty
Poudel, Sushil Raj; Marufuzzaman, Mohammad; Bian, Linkan - In: Transportation research / E : an international journal 94 (2016), pp. 1-25
Persistent link: https://www.econbiz.de/10011587075
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Maximizing expected utility over a knapsack constraint
Yu, Jianjin; Ahmed, Shabbir - In: Operations research letters 44 (2016) 2, pp. 180-185
Persistent link: https://www.econbiz.de/10011457277
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An online stochastic algorithm for a dynamic nurse scheduling problem
Legrain, Antoine; Omer, Jérémy; Rosat, Samuel - In: European journal of operational research : EJOR 285 (2020) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10012239518
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A Bender's based nested decomposition algorithm to solve a stochastic inland waterway port management problem considering perishable product
Aghalari, Amin; Nur, Farjana; Marufuzzaman, Mohammad - In: International journal of production economics 229 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012319156
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Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs
Halman, Nir - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1157-1181
Persistent link: https://www.econbiz.de/10012390216
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Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi; Simchi-Levi, David - In: Mathematics of operations research 44 (2019) 2, pp. 668-692
Persistent link: https://www.econbiz.de/10012028641