Stochastic Nash equilibrium problems: sample average approximation and applications [PDF]
Computational Optimization and Applications, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xu, Huifu, Zhang, Dali
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The stratified p-center problem [PDF]
, 2018 This work presents an extension of the p-center problem. In this new model, called Stratified p-Center Problem (SpCP), the demand is concentrated in a set of sites and the population of these sites is divided into different strata depending on the kind ...
Albareda-Sambola, Maria +2 more
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A Density-Based Offloading Strategy for IoT Devices in Edge Computing Systems
IEEE Access, 2018 Collaboration spaces formed from edge servers can efficiently improve the quality of experience of service subscribers. In this paper, we first utilize a strategy based on the density of Internet of Things (IoT) devices and k-means algorithm to partition
Cheng Zhang +2 more
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Mixed-Integer Conic Formulation of Unit Commitment with Stochastic Wind Power
Mathematics, 2023 Due to the high randomness and volatility of renewable energy sources such as wind energy, the traditional thermal unit commitment (UC) model is no longer applicable.
Haiyan Zheng, Liying Huang, Ran Quan
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Sample Average Approximation for Black-Box VI
, 2023 We present a novel approach for black-box VI that bypasses the difficulties of stochastic gradient ascent, including the task of selecting step-sizes. Our approach involves using a sequence of sample average approximation (SAA) problems. SAA approximates the solution of stochastic optimization problems by transforming them into deterministic ones.
Burroni, Javier +2 more
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A Continuation Multilevel Monte Carlo algorithm [PDF]
, 2014 We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error ...
Collier, Nathan +4 more
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Approximation of multidimensional stochastic processes from average sampling [PDF]
Journal of Inequalities and Applications, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Setting the optimal limit value of motor insurance coverage by stochastic optimization [PDF]
, 2018 In this paper, we provide an alternative to a passive approach to the selection of insurance products or policy con-ditions. Specifically, we propose a method to make a decision about the optimal limit value for motor insurance coverage.
Hanelová, Lucie, Valecký, Jiří
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Journal of Applied Mathematics, 2014 An implementable nonlinear Lagrange algorithm for stochastic minimax problems is presented based on sample average approximation method in this paper, in which the second step minimizes a nonlinear Lagrange function with sample average approximation ...
Suxiang He, Yunyun Nie, Xiaopeng Wang
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Two Stage Stochastic Programing Based on the Sample Average Approximation and Accelerated Benders Decomposition for Designing Closed-loop Supply Chain Network Design under Uncertainty [PDF]
مجله مدل سازی در مهندسی, 2017 In this paper, a comprehensive mathematical model for designing supply chain network via considering integrated flow of forward and reverse of multiple products during multiple periods is proposed.
Aliakbar Hasani
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