The empirical behavior of sampling methods for stochastic programming

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14. Soham Ghosh & Sujay Mukhoti, 2023. "Non-parametric generalised newsvendor model," Annals of Operations Research, Springer, vol. 321(1), pages 241-266, February.
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20. Noorizadegan, Mahdi & Chen, Bo, 2018. "Vehicle routing with probabilistic capacity constraints," European Journal of Operational Research, Elsevier, vol. 270(2), pages 544-555.
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22. Daniel Espinoza & Eduardo Moreno, 2014. "A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs," Computational Optimization and Applications, Springer, vol. 59(3), pages 617-638, December.
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37. Bernardo K. Pagnoncelli & Felipe del Canto & Arturo Cifuentes, 2021. "The effect of regularization in portfolio selection problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 156-176, April.
38. Babak Saleck Pay & Yongjia Song, 2020. "Partition-based decomposition algorithms for two-stage Stochastic integer programs with continuous recourse," Annals of Operations Research, Springer, vol. 284(2), pages 583-604, January.
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40. Zhanwen Shi & Erbao Cao, 2020. "Contract farming problems and games under yield uncertainty," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(4), pages 1210-1238, October.
41. Shane S. Drew & Tito Homem-de-Mello, 2012. "Some Large Deviations Results for Latin Hypercube Sampling," Methodology and Computing in Applied Probability, Springer, vol. 14(2), pages 203-232, June.
42. Sina Faridimehr & Saravanan Venkatachalam & Ratna Babu Chinnam, 2021. "Managing access to primary care clinics using scheduling templates," Health Care Management Science, Springer, vol. 24(3), pages 482-498, September.
43. Jonathan Turner & Kibaek Kim & Sanjay Mehrotra & Debra DaRosa & Mark Daskin & Heron Rodriguez, 2013. "Using optimization models to demonstrate the need for structural changes in training programs for surgical medical residents," Health Care Management Science, Springer, vol. 16(3), pages 217-227, September.
44. Daniel Ralph & Huifu Xu, 2011. "Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach," Mathematics of Operations Research, INFORMS, vol. 36(3), pages 568-592, August.
45. Yu Nie & Xing Wu & Tito Homem-de-Mello, 2012. "Optimal Path Problems with Second-Order Stochastic Dominance Constraints," Networks and Spatial Economics, Springer, vol. 12(4), pages 561-587, December.
46. Halit Üster & Sung Ook Hwang, 2017. "Closed-Loop Supply Chain Network Design Under Demand and Return Uncertainty," Transportation Science, INFORMS, vol. 51(4), pages 1063-1085, November.
47. Evren Güney, 2019. "On the optimal solution of budgeted influence maximization problem in social networks," Operational Research, Springer, vol. 19(3), pages 817-831, September.
48. Guo, Penghui & Zhu, Jianjun, 2023. "Capacity reservation for humanitarian relief: A logic-based Benders decomposition method with subgradient cut," European Journal of Operational Research, Elsevier, vol. 311(3), pages 942-970.
49. Hu, Junjie & Morais, Hugo & Sousa, Tiago & Lind, Morten, 2016. "Electric vehicle fleet management in smart grids: A review of services, optimization and control aspects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 1207-1226.
50. Harsha Gangammanavar & Yifan Liu & Suvrajeet Sen, 2021. "Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 51-71, January.
51. Fei, Xin & Gülpınar, Nalân & Branke, Jürgen, 2019. "Efficient solution selection for two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 277(3), pages 918-929.
52. Cerisola, Santiago & Latorre, Jesus M. & Ramos, Andres, 2012. "Stochastic dual dynamic programming applied to nonconvex hydrothermal models," European Journal of Operational Research, Elsevier, vol. 218(3), pages 687-697.
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54. Zahra Azadi & Harsha Gangammanavar & Sandra Eksioglu, 2020. "Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage," Annals of Operations Research, Springer, vol. 292(1), pages 215-247, September.
55. Shi, Qingxin & Li, Fangxing & Dong, Jin & Olama, Mohammed & Wang, Xiaofei & Winstead, Chris & Kuruganti, Teja, 2022. "Co-optimization of repairs and dynamic network reconfiguration for improved distribution system resilience," Applied Energy, Elsevier, vol. 318(C).
56. Arnab Bhattacharya & Jeffrey P. Kharoufeh & Bo Zeng, 2023. "A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1161-1178, September.
57. Suvrajeet Sen & Yifan Liu, 2016. "Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction," Operations Research, INFORMS, vol. 64(6), pages 1422-1437, December.
58. Huifu Xu & Dali Zhang, 2013. "Stochastic Nash equilibrium problems: sample average approximation and applications," Computational Optimization and Applications, Springer, vol. 55(3), pages 597-645, July.
59. Jonathan Turner & Soonhui Lee & Mark Daskin & Tito Homem-de-Mello & Karen Smilowitz, 2012. "Dynamic fleet scheduling with uncertain demand and customer flexibility," Computational Management Science, Springer, vol. 9(4), pages 459-481, November.
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63. Nesbitt, Peter & Blake, Lewis R. & Lamas, Patricio & Goycoolea, Marcos & Pagnoncelli, Bernardo K. & Newman, Alexandra & Brickey, Andrea, 2021. "Underground mine scheduling under uncertainty," European Journal of Operational Research, Elsevier, vol. 294(1), pages 340-352.
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