44 search results - page 2 / 9 » Sequential sampling for solving stochastic programs |
ANOR
2006
13 years 5 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
GECCO
2010
Springer
13 years 9 months ago
2010
Springer
The Covariance-Matrix-Adaptation Evolution-Strategy (CMA-ES) is a robust stochastic search algorithm for optimizing functions defined on a continuous search space RD . Recently, ...
MP
2008
13 years 5 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
SAGA
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
SIAMJO
2002
13 years 4 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...