Results 231 to 240 of about 186,684 (266)

Optimal Control of Uncertain Systems Using Sample Average Approximations

SIAM Journal on Control and Optimization, 2016
The authors consider the practical determination of an optimal control random system in which both the dynamics and the cost function involve a random parameter defined by its probability space. This is basically an applied paper and the purpose is to develop a computational framework as well as necessary conditions for validation and verification of ...
Phelps, Chris, Royset, Johannes O., Gong, Qi   +2 more
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Sample Average Approximation For Functional Decisions Under Shape Constraints

2020 Winter Simulation Conference (WSC), 2020
Sample average approximation methods are most often applied when the set of decision variables is finite. This research develops a method of finding optimal solutions to infinite-dimensional simulation optimization problems when the decision variable is a monotone function on a random variable used to model the uncertainty itself.
Dashi I. Singham, Henry Lam
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Sample Average Approximation Method for Compound Stochastic Optimization Problems

SIAM Journal on Optimization, 2013
The paper studies stochastic optimization (programming) problems with compound functions containing expectations and extreme values of other random functions as arguments. Compound functions arise in various applications. A typical example is a variance function of nonlinear outcomes.
Yuri M. Ermoliev, Vladimir I. Norkin
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Implementable Algorithm for Stochastic Optimization Using Sample Average Approximations

Journal of Optimization Theory and Applications, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Royset, J.O., Polak, E.
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Sample Average Approximation Technique for Flexible Network Design Problem

Journal of Computing in Civil Engineering, 2011
Finding an optimal investment strategy to use scarce resources efficiently is challenging, since the transportation network parameters such as demand, capacity, and travel cost are uncertain. Sequencing investments over time can give flexibility to the planner so as to change, delay, or even abandon the future investment based on system realization ...
Gopal R. Patil, Satish V. Ukkusuri
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Sample average approximation of expected value constrained stochastic programs

Operations Research Letters, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Wang, Shabbir Ahmed 0001
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The sample average approximation method for empty container repositioning with uncertainties

European Journal of Operational Research, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yin Long, Loo Hay Lee, Ek Peng Chew
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Sample average approximation for model selection

2004
info:eu-repo/semantics ...
Bontempi, Gianluca, Birattari, Mauro, Meyer, Patrick E.   +2 more
openaire   +1 more source

Quantifying uncertainty in sample average approximation

2015 Winter Simulation Conference (WSC), 2015
Henry Lam, Enlu Zhou
openaire   +1 more source

Sample average approximation for the continuous type principal-agent problem

European Journal of Operational Research, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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