Similar Search Results

A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model

Pilla, Venkata L.; Rosenberger, Jay M.; Chen, Victoria; … - In: European journal of operational research : EJOR 216 (2012) 1, pp. 162-171

Persistent link: https://www.econbiz.de/10009348455

Comparisons of stationary distributions of linear models

Zhu, Shenghao - In: Economics letters 119 (2013) 2, pp. 221-223

Persistent link: https://www.econbiz.de/10009745737

Solving stochastic programming problems by successive regression approximations : numerical results

Deák, István - In: Dynamic stochastic optimization : [this volume includes …, (pp. 209-224). 2004

Persistent link: https://www.econbiz.de/10003488003

Stochastic inflow modeling for hydropower scheduling problems

Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011338122

EMOSOR : evolutionary multiple objective optimization guided by interactive stochastic ordinal regression

Tomczyk, Michał K.; Kadziński, Miłosz - In: Computers & operations research : and their … 108 (2019), pp. 134-154

Persistent link: https://www.econbiz.de/10012064978

Stochastic data envelopment analysis : a quantile regression approach to estimate the production frontier

Jradi, Samah; Ruggiero, John - In: European journal of operational research : EJOR 278 (2019) 2, pp. 385-393

Persistent link: https://www.econbiz.de/10012102540

Value Function Approximation or Stopping Time Approximation : A Comparison of Two Recent Numerical Methods for American Option Pricing using Simulation and Regression

Stentoft, Lars - 2012

In Longstaff and Schwartz (2001) a method for American option pricing using simulation and regression is suggested, and since then the method has rapidly gained importance. However, the idea of using regression and simulation for American option pricing was used at least as early as in Carriere...

Persistent link: https://www.econbiz.de/10014212073

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154

Persistent link: https://www.econbiz.de/10010247347

Regression models augmented with direct stochastic gradient estimators

Fu, Michael; Qu, Huashuai - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 484-499

Persistent link: https://www.econbiz.de/10010399808

Simulation optimization through regression or Krigin metamodels

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011659473