Monte Carlo sampling-based methods for stochastic optimization

T Homem-de-Mello, G Bayraksan - Surveys in Operations Research and …, 2014 - Elsevier
This paper surveys the use of Monte Carlo sampling-based methods for stochastic
optimization problems. Such methods are required when—as it often happens in practice …

Stability of stochastic programming problems

W Römisch - Handbooks in operations research and management …, 2003 - Elsevier
The behaviour of stochastic programming problems is studied in case of the underlying
probability distribution being perturbed and approximated, respectively. Most of the …

Statistics of robust optimization: A generalized empirical likelihood approach

JC Duchi, PW Glynn… - Mathematics of Operations …, 2021 - pubsonline.informs.org
We study statistical inference and distributionally robust solution methods for stochastic
optimization problems, focusing on confidence intervals for optimal values and solutions that …

[LIVRE][B] Variational analysis

RT Rockafellar, RJB Wets - 2009 - books.google.com
From its origins in the minimization of integral functionals, the notion of'variations' has
evolved greatly in connection with applications in optimization, equilibrium, and control. It …

[LIVRE][B] Lectures on stochastic programming: modeling and theory

This is a substantial revision of the previous edition with added new material. The
presentation of Chapter 6 is updated. In particular the Interchangeability Principle for risk …

[LIVRE][B] Introduction to stochastic programming

JR Birge, F Louveaux - 2011 - books.google.com
The aim of stochastic programming is to find optimal decisions in problems which involve
uncertain data. This field is currently develo** rapidly with contributions from many …

[LIVRE][B] Theory of random sets

I Molchanov, IS Molchanov - 2005 - Springer
Stochastic geometry is a relatively new branch of mathematics. Although its predecessors
such as geometric probability date back to the 18th century, the formal concept of a random …

Monte Carlo bounding techniques for determining solution quality in stochastic programs

WK Mak, DP Morton, RK Wood - Operations research letters, 1999 - Elsevier
A stochastic program SP with solution value z∗ can be approximately solved by sampling n
realizations of the program's stochastic parameters, and by solving the resulting …

[LIVRE][B] Modern nonconvex nondifferentiable optimization

Y Cui, JS Pang - 2021 - SIAM
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …

International Series in Operations Research & Management Science

FS Hillier, CC Price - 2005 - Springer
The beginning of stochastic programming, and in particular stochastic linear programming
(SLP), dates back to the 50's and early 60's of the last century. Pioneers who—at that time …