44 search results - page 1 / 9 » Sequential sampling for solving stochastic programs |
WSC
2007
13 years 7 months ago
2007
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
MP
2006
13 years 4 months ago
2006
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
NETWORKS
2008
13 years 4 months ago
2008
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
ORL
2006
13 years 4 months ago
2006
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
APJOR
2010
13 years 4 months ago
2010
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...