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A Guide to Sample Average Approximation

In: Handbook of Simulation Optimization

Citations

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Cited by:

  1. Sereshti, Narges & Adulyasak, Yossiri & Jans, Raf, 2024. "Managing flexibility in stochastic multi-level lot sizing problem with service level constraints," Omega, Elsevier, vol. 122(C).
  2. Eric Larsen & Sébastien Lachapelle & Yoshua Bengio & Emma Frejinger & Simon Lacoste-Julien & Andrea Lodi, 2022. "Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 227-242, January.
  3. Irawan, Chandra Ade & Jones, Dylan & Hofman, Peter S. & Zhang, Lina, 2023. "Integrated strategic energy mix and energy generation planning with multiple sustainability criteria and hierarchical stakeholders," European Journal of Operational Research, Elsevier, vol. 308(2), pages 864-883.
  4. Luofeng Liao & Yuan Gao & Christian Kroer, 2022. "Statistical Inference for Fisher Market Equilibrium," Papers 2209.15422, arXiv.org, revised Feb 2025.
  5. Azcárate, Cristina & Mallor, Fermín & Mateo, Pedro, 2017. "Tactical and operational management of wind energy systems with storage using a probabilistic forecast of the energy resource," Renewable Energy, Elsevier, vol. 102(PB), pages 445-456.
  6. Yu, Gang & Ye, Xianming & Gong, Dunwei & Xia, Xiaohua, 2025. "Stochastic planning for transition from shopping mall parking lots to electric vehicle charging stations," Applied Energy, Elsevier, vol. 379(C).
  7. Singham, D.I., 2019. "Sample average approximation for the continuous type principal-agent problem," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1050-1057.
  8. David Bergman & Carlos Cardonha & Jason Imbrogno & Leonardo Lozano, 2023. "Optimizing the Expected Maximum of Two Linear Functions Defined on a Multivariate Gaussian Distribution," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 304-317, March.
  9. So Yeon Chun & Miguel A. Lejeune, 2020. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution," Management Science, INFORMS, vol. 66(8), pages 3735-3753, August.
  10. Bayliss, Christopher & Currie, Christine S.M. & Bennell, Julia A. & Martinez-Sykora, Antonio, 2021. "Queue-constrained packing: A vehicle ferry case study," European Journal of Operational Research, Elsevier, vol. 289(2), pages 727-741.
  11. Kim, Sojung & Weber, Stefan, 2022. "Simulation methods for robust risk assessment and the distorted mix approach," European Journal of Operational Research, Elsevier, vol. 298(1), pages 380-398.
  12. Alberto Santis & Tommaso Giovannelli & Stefano Lucidi & Mauro Messedaglia & Massimo Roma, 2023. "A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department," Annals of Operations Research, Springer, vol. 320(2), pages 727-756, January.
  13. Jyotirmoy Dalal & Halit Üster, 2018. "Combining Worst Case and Average Case Considerations in an Integrated Emergency Response Network Design Problem," Transportation Science, INFORMS, vol. 52(1), pages 171-188, January.
  14. 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.
  15. Xinyu Yao & Karmel S. Shehadeh & Rema Padman, 2024. "Multi-resource allocation and care sequence assignment in patient management: a stochastic programming approach," Health Care Management Science, Springer, vol. 27(3), pages 352-369, September.
  16. Andrew F. Siegel & Michael R. Wagner, 2021. "Profit Estimation Error in the Newsvendor Model Under a Parametric Demand Distribution," Management Science, INFORMS, vol. 67(8), pages 4863-4879, August.
  17. Yifei Sun & Usha Nandini Raghavan & Vikrant Vaze & Christopher S Hall & Patricia Doyle & Stacey Sullivan Richard & Christoph Wald, 2021. "Stochastic programming for outpatient scheduling with flexible inpatient exam accommodation," Health Care Management Science, Springer, vol. 24(3), pages 460-481, September.
  18. Daniel Bartl & Ludovic Tangpi, 2020. "Non-asymptotic convergence rates for the plug-in estimation of risk measures," Papers 2003.10479, arXiv.org, revised Oct 2022.
  19. Shehadeh, Karmel S. & Cohn, Amy E.M. & Epelman, Marina A., 2019. "Analysis of models for the Stochastic Outpatient Procedure Scheduling Problem," European Journal of Operational Research, Elsevier, vol. 279(3), pages 721-731.
  20. Daniel Bartl & Shahar Mendelson, 2021. "On Monte-Carlo methods in convex stochastic optimization," Papers 2101.07794, arXiv.org, revised Jan 2022.
  21. Dmitry B. Rokhlin, 2020. "Relative utility bounds for empirically optimal portfolios," Papers 2006.05204, arXiv.org.
  22. Kyle Cooper & Susan R. Hunter & Kalyani Nagaraj, 2020. "Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 1080-1100, October.
  23. Mavromatidis, Georgios & Orehounig, Kristina & Carmeliet, Jan, 2018. "Design of distributed energy systems under uncertainty: A two-stage stochastic programming approach," Applied Energy, Elsevier, vol. 222(C), pages 932-950.
  24. Taherkhani, Gita & Hosseini, Mojtaba & Alumur, Sibel A., 2024. "Sustainable hub location under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 187(C).
  25. Backe, Stian & Ahang, Mohammadreza & Tomasgard, Asgeir, 2021. "Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling," Applied Energy, Elsevier, vol. 302(C).
  26. Marlin Ulmer & Martin Savelsbergh, 2020. "Workforce Scheduling in the Era of Crowdsourced Delivery," Transportation Science, INFORMS, vol. 54(4), pages 1113-1133, July.
  27. Illana Bendavid & Yariv N. Marmor & Boris Shnits, 2018. "Developing an optimal appointment scheduling for systems with rigid standby time under pre-determined quality of service," Flexible Services and Manufacturing Journal, Springer, vol. 30(1), pages 54-77, June.
  28. Liujia Hu & Sigrún Andradóttir, 2019. "An Asymptotically Optimal Set Approach for Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 31(1), pages 21-39, February.
  29. Qi Fan & Jiaqiao Hu, 2018. "Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 30(4), pages 677-693, November.
  30. Karakaya, Sırma & Balcik, Burcu, 2024. "Developing a national pandemic vaccination calendar under supply uncertainty," Omega, Elsevier, vol. 124(C).
  31. Miao Bai & Robert H. Storer & Gregory L. Tonkay, 2022. "Surgery Sequencing Coordination with Recovery Resource Constraints," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 1207-1223, March.
  32. Dmitry B. Rokhlin, 2021. "Relative utility bounds for empirically optimal portfolios," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(3), pages 437-462, June.
  33. Wei, Renjie & Wang, Yishen & Zhou, Fei & Chen, Xi & Chai, Bo & Liu, Jinbo & Wang, Yanan & Jin, Hongyang, 2025. "Energy management for electric bus charging station with facilitated second-life batteries," Renewable Energy, Elsevier, vol. 241(C).
  34. Amirali Amirsahami & Farnaz Barzinpour & Mir Saman Pishvaee, 2023. "A hierarchical model for strategic and operational planning in blood transportation with drones," PLOS ONE, Public Library of Science, vol. 18(9), pages 1-31, September.
  35. Ahmadi-Javid, Amir & Jalali, Zahra & Klassen, Kenneth J, 2017. "Outpatient appointment systems in healthcare: A review of optimization studies," European Journal of Operational Research, Elsevier, vol. 258(1), pages 3-34.
  36. Zhaolin Hu & Dali Zhang, 2018. "Utility‐based shortfall risk: Efficient computations via Monte Carlo," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(5), pages 378-392, August.
  37. Chen, Y. & Trifkovic, M., 2018. "Optimal scheduling of a microgrid in a volatile electricity market environment: Portfolio optimization approach," Applied Energy, Elsevier, vol. 226(C), pages 703-712.
  38. Sojung Kim & Stefan Weber, 2020. "Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach," Papers 2009.03653, arXiv.org, revised Jan 2022.
  39. Bernard G. Zweers & Sandjai Bhulai & Rob D. Mei, 2021. "Planning hinterland container transportation in congested deep-sea terminals," Flexible Services and Manufacturing Journal, Springer, vol. 33(3), pages 583-622, September.
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