Sample average approximation methods for stochastic MINLPs

Computers & Chemical Engineering ◽

10.1016/s0098-1354(03)00194-7 ◽

2004 ◽

Vol 28 (3) ◽

pp. 333-346 ◽

Author(s):

Jing Wei ◽

Matthew J. Realff

Keyword(s):

Sample Average Approximation ◽

Approximation Methods ◽

Sample Average ◽

Average Approximation

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Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

Mathematics of Operations Research ◽

10.1287/moor.1070.0260 ◽

2007 ◽

Vol 32 (3) ◽

pp. 648-668 ◽

Author(s):

Huifu Xu ◽

Fanwen Meng

Keyword(s):

Convergence Analysis ◽

Sample Average Approximation ◽

Equality Constraints ◽

Approximation Methods ◽

Mathematical Programs ◽

Sample Average ◽

Average Approximation

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Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints

Mathematics of Operations Research ◽

10.1287/moor.1110.0513 ◽

2011 ◽

Vol 36 (4) ◽

pp. 670-694 ◽

Author(s):

Yongchao Liu ◽

Huifu Xu ◽

Jane J. Ye

Keyword(s):

Sample Average Approximation ◽

Approximation Methods ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Sample Average ◽

Average Approximation

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Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems

Journal of Industrial and Management Optimization ◽

10.3934/jimo.2016.12.1 ◽

2015 ◽

Vol 12 (1) ◽

pp. 1-15

Author(s):

Yi Zeng Chen ◽

Mei Ju Luo

Keyword(s):

Nash Equilibrium ◽

Equilibrium Problems ◽

Sample Average Approximation ◽

Approximation Methods ◽

Generalized Nash Equilibrium ◽

Sample Average ◽

Average Approximation ◽

Generalized Nash Equilibrium Problems

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Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system

Computational Management Science ◽

10.1007/s10287-016-0251-8 ◽

2016 ◽

Vol 13 (3) ◽

pp. 393-422 ◽

Author(s):

X. J. Tong ◽

H. Xu ◽

F. F. Wu ◽

Z. Zhao

Keyword(s):

Power System ◽

Sample Average Approximation ◽

Approximation Methods ◽

Stochastic Programs ◽

Sample Average ◽

Average Approximation

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Sample average approximation for the continuous type principal-agent problem

European Journal of Operational Research ◽

10.1016/j.ejor.2018.12.032 ◽

2019 ◽

Vol 275 (3) ◽

pp. 1050-1057 ◽

Author(s):

D.I. Singham

Keyword(s):

Sample Average Approximation ◽

Principal Agent ◽

Continuous Type ◽

Sample Average ◽

Principal Agent Problem ◽

Average Approximation

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Sample average approximation approach to multi-location transshipment problem with capacitated production

Proceedings of the 2009 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2009.5429215 ◽

2009 ◽

Author(s):

Deniz Ozdemir ◽

Enver Yucesan ◽

Yale T. Herer

Keyword(s):

Sample Average Approximation ◽

Approximation Approach ◽

Sample Average ◽

Average Approximation

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Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage

Numerical Algorithms ◽

10.1007/s11075-021-01110-z ◽

2021 ◽

Author(s):

Jie Jiang ◽

Hailin Sun ◽

Bin Zhou

Keyword(s):

Convergence Analysis ◽

Complementarity Problems ◽

Sample Average Approximation ◽

Nonlinear Complementarity Problems ◽

Two Stage ◽

Nonlinear Complementarity ◽

Sample Average ◽

Average Approximation

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Redesign of supply chains for agricultural companies considering multiple scenarios by the methodology of sample average approximation

International Journal of Business Performance and Supply Chain Modelling ◽

10.1504/ijbpscm.2021.10037351 ◽

2021 ◽

Vol 12 (1) ◽

pp. 44

Author(s):

John Willmer Escobar ◽

Yujak Stiwar Vélez ◽

Julio Cesar Londoño ◽

Hernán Penagos Varela

Keyword(s):

Supply Chains ◽

Sample Average Approximation ◽

Sample Average ◽

Average Approximation ◽

Multiple Scenarios

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Two-phase sample average approximation for video distribution strategy of edge computing in heterogeneous network

Computer Communications ◽

10.1016/j.comcom.2021.11.007 ◽

2021 ◽

Author(s):

Jingfu Lu ◽

Jiuling Li

Keyword(s):

Heterogeneous Network ◽

Sample Average Approximation ◽

Edge Computing ◽

Two Phase ◽

Distribution Strategy ◽

Video Distribution ◽

Sample Average ◽

Phase Sample ◽

Average Approximation

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Sample Average Approximation

Liner Ship Fleet Planning ◽

10.1016/b978-0-12-811502-2.00006-5 ◽

2017 ◽

pp. 75-84

Author(s):

Tingsong Wang ◽

Shuaian Wang ◽

Qiang Meng

Keyword(s):

Sample Average Approximation ◽

Sample Average ◽

Average Approximation

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