134 search results - page 1 / 27 » The empirical behavior of sampling methods for stochastic pr... |
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
2007
Springer
13 years 11 months ago
2007
Springer
Generating a random sampling of program trees with specified function and terminal sets is the initial step of many program evolution systems. I present a theoretical and experim...
MP
2006
13 years 5 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 ...
APJOR
2010
13 years 5 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...
SIAMJO
2002
13 years 5 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...