sample average approximation

13

ANOR
2004

122views more ANOR 2004»

Call Center Staffing with Simulation and Cutting Plane Methods

13 years 4 months ago

We present an iterative cutting plane method for minimizing staffing costs in a service system subject to satisfying acceptable service level requirements over multiple time perio...

Júlíus Atlason, Marina A. Epelman, S...

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17

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ORL
2008

124views more ORL 2008»

Sample average approximation of expected value constrained stochastic programs

13 years 5 months ago

Download www2.isye.gatech.edu

We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...

Wei Wang, Shabbir Ahmed

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15

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APJOR
2010

112views more APJOR 2010»

Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems

13 years 5 months ago

Download www.personal.soton.ac.uk

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...

Huifu Xu

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