Milz, Johannes; Ulbrich, Michael Sample size estimates for risk-neutral semilinear PDE-constrained optimization. (English) Zbl 07817041 SIAM J. Optim. 34, No. 1, 844-869 (2024). MSC: 90C15 90C30 90C60 49J20 49J55 49K45 49K20 35J61 PDFBibTeX XMLCite \textit{J. Milz} and \textit{M. Ulbrich}, SIAM J. Optim. 34, No. 1, 844--869 (2024; Zbl 07817041) Full Text: DOI arXiv
Cherukuri, Ashish Sample average approximation of conditional value-at-risk based variational inequalities. (English) Zbl 07814895 Optim. Lett. 18, No. 2, 471-496 (2024). MSC: 90Cxx PDFBibTeX XMLCite \textit{A. Cherukuri}, Optim. Lett. 18, No. 2, 471--496 (2024; Zbl 07814895) Full Text: DOI arXiv OA License
Dehnoei, Sajjad; Sauré, Antoine; Ozturk, Onur; Gardner, William; Pajer, Kathleen; Sheppard, Roxanna; Patrick, Jonathan A stochastic optimization approach for staff scheduling decisions at inpatient units. (English) Zbl 07797334 Int. Trans. Oper. Res. 31, No. 3, 1762-1790 (2024). MSC: 90-XX PDFBibTeX XMLCite \textit{S. Dehnoei} et al., Int. Trans. Oper. Res. 31, No. 3, 1762--1790 (2024; Zbl 07797334) Full Text: DOI
Lagos, Tomás; Prokopyev, Oleg A.; Veremyev, Alexander Finding groups with maximum betweenness centrality via integer programming with random path sampling. (English) Zbl 07795433 J. Glob. Optim. 88, No. 1, 199-232 (2024). MSC: 90Cxx PDFBibTeX XMLCite \textit{T. Lagos} et al., J. Glob. Optim. 88, No. 1, 199--232 (2024; Zbl 07795433) Full Text: DOI
Chang, Kuo-Hao; Chiang, Yi-Chieh; Chang, Tzu-Yin Simultaneous location and vehicle fleet sizing of relief goods distribution centers and vehicle routing for post-disaster logistics. (English) Zbl 07765522 Comput. Oper. Res. 161, Article ID 106404, 18 p. (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{K.-H. Chang} et al., Comput. Oper. Res. 161, Article ID 106404, 18 p. (2024; Zbl 07765522) Full Text: DOI
Milz, Johannes Reliable error estimates for optimal control of linear elliptic PDEs with random inputs. (English) Zbl 07787060 SIAM/ASA J. Uncertain. Quantif. 11, 1139-1163 (2023). MSC: 90C15 90C60 35Q93 35R60 49M25 49N10 65M60 65C05 PDFBibTeX XMLCite \textit{J. Milz}, SIAM/ASA J. Uncertain. Quantif. 11, 1139--1163 (2023; Zbl 07787060) Full Text: DOI arXiv
Dong, Dan-dan; Tang, Guo-ji; Qiu, Hui-ming On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems. (English) Zbl 07781454 J. Inequal. Appl. 2023, Paper No. 97, 20 p. (2023). MSC: 49J40 90C33 90C15 90C29 65K10 PDFBibTeX XMLCite \textit{D.-d. Dong} et al., J. Inequal. Appl. 2023, Paper No. 97, 20 p. (2023; Zbl 07781454) Full Text: DOI
Luo, Jianfeng; Chen, Xiaojun An optimal control problem with terminal stochastic linear complementarity constraints. (English) Zbl 1527.49003 SIAM J. Control Optim. 61, No. 6, 3370-3389 (2023). MSC: 49J15 49J45 49M25 49N10 90C15 90C33 PDFBibTeX XMLCite \textit{J. Luo} and \textit{X. Chen}, SIAM J. Control Optim. 61, No. 6, 3370--3389 (2023; Zbl 1527.49003) Full Text: DOI arXiv
Coban, Elvin; Kayış, Enis; Dexter, Franklin The effect of few historical data on the performance of sample average approximation method for operating room scheduling. (English) Zbl 07744641 Int. Trans. Oper. Res. 30, No. 1, 126-150 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{E. Coban} et al., Int. Trans. Oper. Res. 30, No. 1, 126--150 (2023; Zbl 07744641) Full Text: DOI
Dogru, Ali K.; Melouk, Sharif H.; Çapar, İbrahim; Weida, Thomas J. Managing interruptions in appointment schedules via patient notification. (English) Zbl 07737031 Comput. Oper. Res. 159, Article ID 106352, 23 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. K. Dogru} et al., Comput. Oper. Res. 159, Article ID 106352, 23 p. (2023; Zbl 07737031) Full Text: DOI
Chen, Peng; Royset, Johannes O. Performance bounds for PDE-constrained optimization under uncertainty. (English) Zbl 1521.65011 SIAM J. Optim. 33, No. 3, 1828-1854 (2023). MSC: 65C99 65N21 49J20 93E20 PDFBibTeX XMLCite \textit{P. Chen} and \textit{J. O. Royset}, SIAM J. Optim. 33, No. 3, 1828--1854 (2023; Zbl 1521.65011) Full Text: DOI arXiv
Meersman, Tine; Maenhout, Broos; Van Herck, Koen A nested benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening. (English) Zbl 07709915 Eur. J. Oper. Res. 310, No. 3, 1273-1293 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{T. Meersman} et al., Eur. J. Oper. Res. 310, No. 3, 1273--1293 (2023; Zbl 07709915) Full Text: DOI
Du, Jin-Hong; Guo, Yifeng; Wang, Xueqin High-dimensional portfolio selection with cardinality constraints. (English) Zbl 07707201 J. Am. Stat. Assoc. 118, No. 542, 779-791 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-H. Du} et al., J. Am. Stat. Assoc. 118, No. 542, 779--791 (2023; Zbl 07707201) Full Text: DOI arXiv
Gao, Mingjie; Yiu, Ka-Fai Cedric Moderate deviations and invariance principles for sample average approximations. (English) Zbl 1519.90134 SIAM J. Optim. 33, No. 2, 816-841 (2023). MSC: 90C15 PDFBibTeX XMLCite \textit{M. Gao} and \textit{K.-F. C. Yiu}, SIAM J. Optim. 33, No. 2, 816--841 (2023; Zbl 1519.90134) Full Text: DOI
Belliveau, Patrick; Haber, Eldad Parametric level-set inverse problems with stochastic background estimation. (English) Zbl 07691092 Inverse Probl. 39, No. 7, Article ID 075003, 27 p. (2023). MSC: 65Mxx 90Cxx 65Nxx PDFBibTeX XMLCite \textit{P. Belliveau} and \textit{E. Haber}, Inverse Probl. 39, No. 7, Article ID 075003, 27 p. (2023; Zbl 07691092) Full Text: DOI
Sun, Hailin; Shapiro, Alexander; Chen, Xiaojun Distributionally robust stochastic variational inequalities. (English) Zbl 1519.90245 Math. Program. 200, No. 1 (A), 279-317 (2023). MSC: 90C33 90C17 PDFBibTeX XMLCite \textit{H. Sun} et al., Math. Program. 200, No. 1 (A), 279--317 (2023; Zbl 1519.90245) Full Text: DOI
Milz, Johannes Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization. (English) Zbl 1512.65095 Appl. Math. Optim. 87, No. 3, Paper No. 57, 25 p. (2023). MSC: 65J22 65C05 90C15 35R60 90C48 90C30 60H25 PDFBibTeX XMLCite \textit{J. Milz}, Appl. Math. Optim. 87, No. 3, Paper No. 57, 25 p. (2023; Zbl 1512.65095) Full Text: DOI arXiv
Krejić, Nataša; Krklec Jerinkić, Nataša; Ostojić, Tijana Spectral projected subgradient method for nonsmooth convex optimization problems. (English) Zbl 07676521 Numer. Algorithms 93, No. 1, 347-365 (2023). MSC: 65-XX PDFBibTeX XMLCite \textit{N. Krejić} et al., Numer. Algorithms 93, No. 1, 347--365 (2023; Zbl 07676521) Full Text: DOI arXiv
Jiang, Jie; Sun, Hailin Monotonicity and complexity of multistage stochastic variational inequalities. (English) Zbl 1517.90147 J. Optim. Theory Appl. 196, No. 2, 433-460 (2023). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{H. Sun}, J. Optim. Theory Appl. 196, No. 2, 433--460 (2023; Zbl 1517.90147) Full Text: DOI
Gahururu, Deborah B.; Hintermüller, Michael; Surowiec, Thomas M. Risk-neutral PDE-constrained generalized Nash equilibrium problems. (English) Zbl 1516.91006 Math. Program. 198, No. 2 (B), 1287-1337 (2023). MSC: 91A10 93E20 35J99 35R60 PDFBibTeX XMLCite \textit{D. B. Gahururu} et al., Math. Program. 198, No. 2 (B), 1287--1337 (2023; Zbl 1516.91006) Full Text: DOI
Milz, Johannes Sample average approximations of strongly convex stochastic programs in Hilbert spaces. (English) Zbl 1514.90247 Optim. Lett. 17, No. 2, 471-492 (2023). MSC: 90C48 90C15 90C25 PDFBibTeX XMLCite \textit{J. Milz}, Optim. Lett. 17, No. 2, 471--492 (2023; Zbl 1514.90247) Full Text: DOI arXiv
Lee, Hung Yi; Hernandez, Charles; Liu, Hongcheng Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness. (English) Zbl 1512.90151 J. Glob. Optim. 85, No. 2, 257-282 (2023). MSC: 90C15 90C59 PDFBibTeX XMLCite \textit{H. Y. Lee} et al., J. Glob. Optim. 85, No. 2, 257--282 (2023; Zbl 1512.90151) Full Text: DOI arXiv
Krejić, Nataša; Krklec Jerinkić, Nataša; Ostojić, Tijana An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems. (English) Zbl 1524.90292 J. Comput. Appl. Math. 423, Article ID 114943, 13 p. (2023). MSC: 90C30 65K05 90C15 90C25 65K10 90C33 PDFBibTeX XMLCite \textit{N. Krejić} et al., J. Comput. Appl. Math. 423, Article ID 114943, 13 p. (2023; Zbl 1524.90292) Full Text: DOI arXiv
Liu, Yongchao; Yan, Wuwenqing; Zhao, Shengchao Confidence regions of two-stage stochastic linear complementarity problems. (English) Zbl 07769606 Int. Trans. Oper. Res. 29, No. 1, 48-62 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., Int. Trans. Oper. Res. 29, No. 1, 48--62 (2022; Zbl 07769606) Full Text: DOI
Wang, Shuaian; Qi, Jingwen; Laporte, Gilbert Optimal subsidy design for shore power usage in ship berthing operations. (English) Zbl 1523.90055 Nav. Res. Logist. 69, No. 4, 566-580 (2022). MSC: 90B06 90C15 91B64 PDFBibTeX XMLCite \textit{S. Wang} et al., Nav. Res. Logist. 69, No. 4, 566--580 (2022; Zbl 1523.90055) Full Text: DOI
Goshu, Natnael Nigussie; Kassa, Semu Mitiku Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method. (English) Zbl 1523.90274 Eng. Optim. 54, No. 6, 1059-1072 (2022). MSC: 90C15 90C30 90C59 91A65 PDFBibTeX XMLCite \textit{N. N. Goshu} and \textit{S. M. Kassa}, Eng. Optim. 54, No. 6, 1059--1072 (2022; Zbl 1523.90274) Full Text: DOI
Gu, Hanyu; Lam, Hue Chi; Zinder, Yakov A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty. (English) Zbl 1528.90113 EURO J. Comput. Optim. 10, Article ID 100050, 28 p. (2022). MSC: 90B36 90C15 90C59 PDFBibTeX XMLCite \textit{H. Gu} et al., EURO J. Comput. Optim. 10, Article ID 100050, 28 p. (2022; Zbl 1528.90113) Full Text: DOI
Jenabi, M.; Fatemi Ghomi, S. M. T.; Torabi, S. A.; Sammak Jalali, Moeen An accelerated benders decomposition algorithm for stochastic power system expansion planning using sample average approximation. (English) Zbl 07702285 Opsearch 59, No. 4, 1304-1336 (2022). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. Jenabi} et al., Opsearch 59, No. 4, 1304--1336 (2022; Zbl 07702285) Full Text: DOI
Zhang, Jie; Shi, Yue; Tong, Mengmeng; Li, Siying Asymptotic analysis for a stochastic second-order cone programming and applications. (English) Zbl 1517.90092 Asia-Pac. J. Oper. Res. 39, No. 6, Article ID 2250002, 25 p. (2022). MSC: 90C15 PDFBibTeX XMLCite \textit{J. Zhang} et al., Asia-Pac. J. Oper. Res. 39, No. 6, Article ID 2250002, 25 p. (2022; Zbl 1517.90092) Full Text: DOI
Wang, Shuaian; Tian, Xuecheng; Yan, Ran; Liu, Yannick A deficiency of prescriptive analytics – no perfect predicted value or predicted distribution exists. (English) Zbl 07676896 Electron. Res. Arch. 30, No. 10, 3586-3594 (2022). MSC: 68-XX 90-XX PDFBibTeX XMLCite \textit{S. Wang} et al., Electron. Res. Arch. 30, No. 10, 3586--3594 (2022; Zbl 07676896) Full Text: DOI
Luo, Meiju; Lin, Gui-Hua Sample average approximation and penalty method for a class of stochastic multiobjective bilevel programs. (English) Zbl 1504.90083 Pac. J. Optim. 18, No. 4, 737-754 (2022). MSC: 90C15 90C29 90C30 PDFBibTeX XMLCite \textit{M. Luo} and \textit{G.-H. Lin}, Pac. J. Optim. 18, No. 4, 737--754 (2022; Zbl 1504.90083) Full Text: Link
Dvinskikh, Darina Stochastic approximation versus sample average approximation for Wasserstein barycenters. (English) Zbl 1517.90088 Optim. Methods Softw. 37, No. 5, 1603-1635 (2022). MSC: 90C15 49Q22 90C25 PDFBibTeX XMLCite \textit{D. Dvinskikh}, Optim. Methods Softw. 37, No. 5, 1603--1635 (2022; Zbl 1517.90088) Full Text: DOI arXiv
Chen, Xiaojun; Shen, Jinglai Dynamic stochastic variational inequalities and convergence of discrete approximation. (English) Zbl 1508.90109 SIAM J. Optim. 32, No. 4, 2909-2937 (2022). MSC: 90C39 90C33 90C15 PDFBibTeX XMLCite \textit{X. Chen} and \textit{J. Shen}, SIAM J. Optim. 32, No. 4, 2909--2937 (2022; Zbl 1508.90109) Full Text: DOI
Chen, Rui; Luedtke, James On sample average approximation for two-stage stochastic programs without relatively complete recourse. (English) Zbl 1506.90177 Math. Program. 196, No. 1-2 (B), 719-754 (2022). MSC: 90C15 90C11 90C59 PDFBibTeX XMLCite \textit{R. Chen} and \textit{J. Luedtke}, Math. Program. 196, No. 1--2 (B), 719--754 (2022; Zbl 1506.90177) Full Text: DOI arXiv
Liu, Jianxun; Li, Shengjie; Xu, Yingrang Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities. (English) Zbl 1513.90200 J. Ind. Manag. Optim. 18, No. 4, 2599-2610 (2022). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 18, No. 4, 2599--2610 (2022; Zbl 1513.90200) Full Text: DOI
Lin, Meichun; Huh, Woonghee Tim; Krishnan, Harish; Uichanco, Joline Technical note – Data-driven newsvendor problem: performance of the sample average approximation. (English) Zbl 1497.90011 Oper. Res. 70, No. 4, 1996-2012 (2022). MSC: 90B05 90B50 PDFBibTeX XMLCite \textit{M. Lin} et al., Oper. Res. 70, No. 4, 1996--2012 (2022; Zbl 1497.90011) Full Text: DOI
Chang, Kuo-Hao; Hsiung, Tzu-Yi; Chang, Tzu-Yin Multi-commodity distribution under uncertainty in disaster response phase: model, solution method, and an empirical study. (English) Zbl 1524.90034 Eur. J. Oper. Res. 303, No. 2, 857-876 (2022). MSC: 90B06 PDFBibTeX XMLCite \textit{K.-H. Chang} et al., Eur. J. Oper. Res. 303, No. 2, 857--876 (2022; Zbl 1524.90034) Full Text: DOI
Lam, Henry; Li, Fengpei General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension. (English) Zbl 1495.90119 SIAM J. Optim. 32, No. 2, 1471-1497 (2022). MSC: 90C15 03E75 PDFBibTeX XMLCite \textit{H. Lam} and \textit{F. Li}, SIAM J. Optim. 32, No. 2, 1471--1497 (2022; Zbl 1495.90119) Full Text: DOI arXiv
Liu, JianXun; Li, ShengJie; Jiang, Jie Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse. (English) Zbl 1489.90083 Appl. Anal. 101, No. 8, 3122-3138 (2022). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Liu} et al., Appl. Anal. 101, No. 8, 3122--3138 (2022; Zbl 1489.90083) Full Text: DOI
Davis, Damek; Drusvyatskiy, Dmitriy Graphical convergence of subgradients in nonconvex optimization and learning. (English) Zbl 1492.90101 Math. Oper. Res. 47, No. 1, 209-231 (2022). MSC: 90C15 90C26 68Q32 65K10 PDFBibTeX XMLCite \textit{D. Davis} and \textit{D. Drusvyatskiy}, Math. Oper. Res. 47, No. 1, 209--231 (2022; Zbl 1492.90101) Full Text: DOI arXiv
Birge, John R.; Blomvall, Jörgen; Ekblom, Jonas The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems. (English) Zbl 1484.91415 Quant. Finance 22, No. 1, 95-112 (2022). MSC: 91G10 90C15 PDFBibTeX XMLCite \textit{J. R. Birge} et al., Quant. Finance 22, No. 1, 95--112 (2022; Zbl 1484.91415) Full Text: DOI
Banholzer, Dirk; Fliege, Jörg; Werner, Ralf On rates of convergence for sample average approximations in the almost sure sense and in mean. (English) Zbl 1489.90073 Math. Program. 191, No. 1 (B), 307-345 (2022). MSC: 90C15 90C30 PDFBibTeX XMLCite \textit{D. Banholzer} et al., Math. Program. 191, No. 1 (B), 307--345 (2022; Zbl 1489.90073) Full Text: DOI
Karakaya, Şakir; Köksal, Gülser Product-line planning under uncertainty. (English) Zbl 1511.90148 Comput. Oper. Res. 138, Article ID 105565, 15 p. (2022). MSC: 90B30 90B60 90C15 PDFBibTeX XMLCite \textit{Ş. Karakaya} and \textit{G. Köksal}, Comput. Oper. Res. 138, Article ID 105565, 15 p. (2022; Zbl 1511.90148) Full Text: DOI Link
Chen, Wenjian; Zhang, Haizhang Exponential approximation of multivariate bandlimited functions from average oversampling. (English) Zbl 1484.94015 Appl. Anal. 101, No. 1, 63-80 (2022). MSC: 94A20 42B10 41A25 62D05 PDFBibTeX XMLCite \textit{W. Chen} and \textit{H. Zhang}, Appl. Anal. 101, No. 1, 63--80 (2022; Zbl 1484.94015) Full Text: DOI arXiv
Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley Technical note – two-stage sample robust optimization. (English) Zbl 1485.90077 Oper. Res. 70, No. 1, 624-640 (2022). MSC: 90C17 90C15 90C59 PDFBibTeX XMLCite \textit{D. Bertsimas} et al., Oper. Res. 70, No. 1, 624--640 (2022; Zbl 1485.90077) Full Text: DOI arXiv
Dentcheva, Darinka; Lin, Yang Bias reduction in sample-based optimization. (English) Zbl 1489.90075 SIAM J. Optim. 32, No. 1, 130-151 (2022). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 62L20 62H12 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{Y. Lin}, SIAM J. Optim. 32, No. 1, 130--151 (2022; Zbl 1489.90075) Full Text: DOI arXiv
Jiang, Jie; Sun, Hailin; Zhou, Bin Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage. (English) Zbl 1483.90096 Numer. Algorithms 89, No. 1, 167-194 (2022). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Jiang} et al., Numer. Algorithms 89, No. 1, 167--194 (2022; Zbl 1483.90096) Full Text: DOI
Achamrah, Fatima Ezzahra; Riane, Fouad; Limbourg, Sabine Spare parts inventory routing problem with transshipment and substitutions under stochastic demands. (English) Zbl 1481.90011 Appl. Math. Modelling 101, 309-331 (2022). MSC: 90B05 90B06 90C11 90C90 PDFBibTeX XMLCite \textit{F. E. Achamrah} et al., Appl. Math. Modelling 101, 309--331 (2022; Zbl 1481.90011) Full Text: DOI
Hur, Youngbum; Bard, Jonathan F.; Morrice, Douglas J. Appointment scheduling at a multidisciplinary outpatient clinic using stochastic programming. (English) Zbl 1523.90232 Nav. Res. Logist. 68, No. 1, 134-155 (2021). MSC: 90B36 90C15 90C11 90C59 PDFBibTeX XMLCite \textit{Y. Hur} et al., Nav. Res. Logist. 68, No. 1, 134--155 (2021; Zbl 1523.90232) Full Text: DOI
Lima, Ricardo M.; Conejo, Antonio J.; Giraldi, Loïc; Le Maître, Olivier P.; Hoteit, Ibrahim; Knio, Omar M. Sample average approximation for risk-averse problems: a virtual power plant scheduling application. (English) Zbl 07711226 EURO J. Comput. Optim. 9, Article ID 100005, 17 p. (2021). MSC: 90C15 90C90 91G70 PDFBibTeX XMLCite \textit{R. M. Lima} et al., EURO J. Comput. Optim. 9, Article ID 100005, 17 p. (2021; Zbl 07711226) Full Text: DOI
Martin, Matthieu; Krumscheid, Sebastian; Nobile, Fabio Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters. (English) Zbl 1492.35394 ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1599-1633 (2021). MSC: 35Q93 93E20 49M41 65C05 65N30 65N12 65N15 35B65 35A01 35A02 60H30 35R60 PDFBibTeX XMLCite \textit{M. Martin} et al., ESAIM, Math. Model. Numer. Anal. 55, No. 4, 1599--1633 (2021; Zbl 1492.35394) Full Text: DOI
Li, Can; Bernal, David E.; Furman, Kevin C.; Duran, Marco A.; Grossmann, Ignacio E. Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation. (English) Zbl 1485.90074 Optim. Eng. 22, No. 3, 1245-1273 (2021). MSC: 90C15 90C11 90C26 90C30 PDFBibTeX XMLCite \textit{C. Li} et al., Optim. Eng. 22, No. 3, 1245--1273 (2021; Zbl 1485.90074) Full Text: DOI
Zhao, Yong; Chen, Lin; Yang, Xinmin A sample average approximation method based on a gap function for stochastic multiobjective optimization problems. (English) Zbl 1476.90225 Pac. J. Optim. 17, No. 4, 681-694 (2021). MSC: 90C15 90C29 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Pac. J. Optim. 17, No. 4, 681--694 (2021; Zbl 1476.90225) Full Text: Link
Liang, Yan-Chao; Fan, Qiao-Na; Shen, Pei-Ping A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium. (English) Zbl 1481.90300 Asia-Pac. J. Oper. Res. 38, No. 1, Article ID 2050036, 25 p. (2021). MSC: 90C33 90C15 90C53 PDFBibTeX XMLCite \textit{Y.-C. Liang} et al., Asia-Pac. J. Oper. Res. 38, No. 1, Article ID 2050036, 25 p. (2021; Zbl 1481.90300) Full Text: DOI
Ta, Thuy Anh; Mai, Tien; Bastin, Fabian; L’Ecuyer, Pierre On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. (English) Zbl 1489.65011 Math. Program. 190, No. 1-2 (A), 1-37 (2021). MSC: 65C05 90C15 PDFBibTeX XMLCite \textit{T. A. Ta} et al., Math. Program. 190, No. 1--2 (A), 1--37 (2021; Zbl 1489.65011) Full Text: DOI Link
Peng, Shen; Jiang, Jie Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. (English) Zbl 1473.90100 Comput. Optim. Appl. 80, No. 1, 153-184 (2021). MSC: 90C15 90C33 90C25 PDFBibTeX XMLCite \textit{S. Peng} and \textit{J. Jiang}, Comput. Optim. Appl. 80, No. 1, 153--184 (2021; Zbl 1473.90100) Full Text: DOI
Shaverdi, Marzieh; Yaghoubi, Saeed A technology portfolio optimization model considering staged financing and moratorium period under uncertainty. (English) Zbl 1469.90082 RAIRO, Oper. Res. 55, Suppl., S1487-S1513 (2021). MSC: 90B50 91G10 PDFBibTeX XMLCite \textit{M. Shaverdi} and \textit{S. Yaghoubi}, RAIRO, Oper. Res. 55, S1487--S1513 (2021; Zbl 1469.90082) Full Text: DOI
Blanquero, Rafael; Carrizosa, Emilio; Ramírez-Cobo, Pepa; Sillero-Denamiel, M. Remedios A cost-sensitive constrained Lasso. (English) Zbl 07363868 Adv. Data Anal. Classif., ADAC 15, No. 1, 121-158 (2021). MSC: 62-07 62H12 62J07 62P99 PDFBibTeX XMLCite \textit{R. Blanquero} et al., Adv. Data Anal. Classif., ADAC 15, No. 1, 121--158 (2021; Zbl 07363868) Full Text: DOI Link
Gangammanavar, Harsha; Liu, Yifan; Sen, Suvrajeet Stochastic decomposition for two-stage stochastic linear programs with random cost coefficients. (English) Zbl 07362303 INFORMS J. Comput. 33, No. 1, 51-71 (2021). MSC: 90Cxx PDFBibTeX XMLCite \textit{H. Gangammanavar} et al., INFORMS J. Comput. 33, No. 1, 51--71 (2021; Zbl 07362303) Full Text: DOI
Ta, Thuy Anh; Chan, Wyean; Bastin, Fabian; L’Ecuyer, Pierre A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty. (English) Zbl 1487.90467 Eur. J. Oper. Res. 293, No. 3, 966-979 (2021). MSC: 90B90 90B22 90C15 PDFBibTeX XMLCite \textit{T. A. Ta} et al., Eur. J. Oper. Res. 293, No. 3, 966--979 (2021; Zbl 1487.90467) Full Text: DOI
Karimi, Hadi; Ekşioğlu, Sandra D.; Carbajales-Dale, Michael A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains. (English) Zbl 1467.90065 Ann. Oper. Res. 296, No. 1-2, 95-130 (2021). MSC: 90C29 90C15 90C90 PDFBibTeX XMLCite \textit{H. Karimi} et al., Ann. Oper. Res. 296, No. 1--2, 95--130 (2021; Zbl 1467.90065) Full Text: DOI
Pagnoncelli, Bernardo K.; del Canto, Felipe; Cifuentes, Arturo The effect of regularization in portfolio selection problems. (English) Zbl 1467.90026 Top 29, No. 1, 156-176 (2021). MSC: 90C15 46N10 91G10 PDFBibTeX XMLCite \textit{B. K. Pagnoncelli} et al., Top 29, No. 1, 156--176 (2021; Zbl 1467.90026) Full Text: DOI
Bugg, Caleb; Aswani, Anil Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints. (English) Zbl 1525.90288 Oper. Res. Lett. 49, No. 2, 231-238 (2021). MSC: 90C15 PDFBibTeX XMLCite \textit{C. Bugg} and \textit{A. Aswani}, Oper. Res. Lett. 49, No. 2, 231--238 (2021; Zbl 1525.90288) Full Text: DOI
Zhang, Jie; Lin, Shuang; Zhang, Yi Asymptotic analysis for a stochastic semidefinite programming. (English) Zbl 1525.90315 Oper. Res. Lett. 49, No. 2, 164-170 (2021). MSC: 90C15 90C22 90C31 PDFBibTeX XMLCite \textit{J. Zhang} et al., Oper. Res. Lett. 49, No. 2, 164--170 (2021; Zbl 1525.90315) Full Text: DOI
Pasupathy, Raghu; Song, Yongjia Adaptive sequential sample average approximation for solving two-stage stochastic linear programs. (English) Zbl 1462.90076 SIAM J. Optim. 31, No. 1, 1017-1048 (2021). MSC: 90C15 90C06 90C59 PDFBibTeX XMLCite \textit{R. Pasupathy} and \textit{Y. Song}, SIAM J. Optim. 31, No. 1, 1017--1048 (2021; Zbl 1462.90076) Full Text: DOI arXiv
Xue, Meng; Shi, Yun; Sun, Hailin Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk. (English) Zbl 1476.91163 J. Ind. Manag. Optim. 16, No. 6, 2581-2602 (2020). MSC: 91G10 90C15 PDFBibTeX XMLCite \textit{M. Xue} et al., J. Ind. Manag. Optim. 16, No. 6, 2581--2602 (2020; Zbl 1476.91163) Full Text: DOI
Chen, Sheng-I; Wu, Chia-Yuan A stochastic programming model of vaccine preparation and administration for seasonal influenza interventions. (English) Zbl 1467.92119 Math. Biosci. Eng. 17, No. 4, 2984-2997 (2020). MSC: 92C60 90C15 PDFBibTeX XMLCite \textit{S.-I Chen} and \textit{C.-Y. Wu}, Math. Biosci. Eng. 17, No. 4, 2984--2997 (2020; Zbl 1467.92119) Full Text: DOI
Goshu, Natnael Nigussie; Kassa, Semu Mitiku A systematic sampling evolutionary (SSE) method for stochastic bilevel programming problems. (English) Zbl 1458.90495 Comput. Oper. Res. 120, Article ID 104942, 13 p. (2020). MSC: 90C15 90C29 90C59 PDFBibTeX XMLCite \textit{N. N. Goshu} and \textit{S. M. Kassa}, Comput. Oper. Res. 120, Article ID 104942, 13 p. (2020; Zbl 1458.90495) Full Text: DOI
Anderson, Edward; Nguyen, Harrison When can we improve on sample average approximation for stochastic optimization? (English) Zbl 1479.90144 Oper. Res. Lett. 48, No. 5, 566-572 (2020). MSC: 90C15 62H30 62F10 62G07 PDFBibTeX XMLCite \textit{E. Anderson} and \textit{H. Nguyen}, Oper. Res. Lett. 48, No. 5, 566--572 (2020; Zbl 1479.90144) Full Text: DOI arXiv
Rezaei, Shahrbanoo; Ghalehkhondabi, Iman; Rafiee, Majid; Namdar Zanganeh, Soudabeh Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk. (English) Zbl 07319765 Opsearch 57, No. 3, 908-934 (2020). MSC: 90Bxx PDFBibTeX XMLCite \textit{S. Rezaei} et al., Opsearch 57, No. 3, 908--934 (2020; Zbl 07319765) Full Text: DOI
Halman, Nir Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs. (English) Zbl 07303829 INFORMS J. Comput. 32, No. 4, 1157-1181 (2020). MSC: 90Cxx PDFBibTeX XMLCite \textit{N. Halman}, INFORMS J. Comput. 32, No. 4, 1157--1181 (2020; Zbl 07303829) Full Text: DOI
Zhang, Jie; Shi, Yue; Li, Siying Asymptotic analysis for a class of CVaR constrained optimization problems. (Chinese. English summary) Zbl 1463.90150 J. Liaoning Norm. Univ., Nat. Sci. 43, No. 1, 6-10 (2020). MSC: 90C15 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Liaoning Norm. Univ., Nat. Sci. 43, No. 1, 6--10 (2020; Zbl 1463.90150)
Shi, Hongling; Sun, Juhe; Li, Yang; Li, Wenjie Numerical method for stochastic variational inequality problems with second-order cone constraints. (Chinese. English summary) Zbl 1463.65166 Adv. Math., Beijing 49, No. 1, 101-114 (2020). MSC: 65K15 49M15 90C15 90C33 PDFBibTeX XMLCite \textit{H. Shi} et al., Adv. Math., Beijing 49, No. 1, 101--114 (2020; Zbl 1463.65166)
Peña-Ordieres, Alejandra; Luedtke, James R.; Wächter, Andreas Solving chance-constrained problems via a smooth sample-based nonlinear approximation. (English) Zbl 1448.90065 SIAM J. Optim. 30, No. 3, 2221-2250 (2020). MSC: 90C15 90C30 90C55 PDFBibTeX XMLCite \textit{A. Peña-Ordieres} et al., SIAM J. Optim. 30, No. 3, 2221--2250 (2020; Zbl 1448.90065) Full Text: DOI arXiv
Hu, Yifan; Chen, Xin; He, Niao Sample complexity of sample average approximation for conditional stochastic optimization. (English) Zbl 1448.90063 SIAM J. Optim. 30, No. 3, 2103-2133 (2020). MSC: 90C15 90C30 90C59 PDFBibTeX XMLCite \textit{Y. Hu} et al., SIAM J. Optim. 30, No. 3, 2103--2133 (2020; Zbl 1448.90063) Full Text: DOI arXiv
Liu, Rui Peng On feasibility of sample average approximation solutions. (English) Zbl 1448.90064 SIAM J. Optim. 30, No. 3, 2026-2052 (2020). MSC: 90C15 03E75 PDFBibTeX XMLCite \textit{R. P. Liu}, SIAM J. Optim. 30, No. 3, 2026--2052 (2020; Zbl 1448.90064) Full Text: DOI arXiv
Fu, Yongbin; Sun, Hailin Multi-product newsvendor problem with constraints of second order stochastic dominance and order capability. (Chinese. English summary) Zbl 1449.90005 Chin. J. Eng. Math. 37, No. 1, 1-15 (2020). MSC: 90B05 PDFBibTeX XMLCite \textit{Y. Fu} and \textit{H. Sun}, Chin. J. Eng. Math. 37, No. 1, 1--15 (2020; Zbl 1449.90005) Full Text: DOI
Yang, Liu; Tong, Xiaojiao; Xiong, Yao; Shen, Feifei A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures. (English) Zbl 1449.90273 J. Ind. Manag. Optim. 16, No. 3, 1171-1185 (2020). MSC: 90C15 90C05 90C30 91G10 PDFBibTeX XMLCite \textit{L. Yang} et al., J. Ind. Manag. Optim. 16, No. 3, 1171--1185 (2020; Zbl 1449.90273) Full Text: DOI
Jafarnia-Jahromi, Mehdi; Jain, Rahul Non-indexability of the stochastic appointment scheduling problem. (English) Zbl 1447.90015 Automatica 118, Article ID 109016, 10 p. (2020). MSC: 90B36 PDFBibTeX XMLCite \textit{M. Jafarnia-Jahromi} and \textit{R. Jain}, Automatica 118, Article ID 109016, 10 p. (2020; Zbl 1447.90015) Full Text: DOI arXiv
Legrain, Antoine; Omer, Jérémy; Rosat, Samuel An online stochastic algorithm for a dynamic nurse scheduling problem. (English) Zbl 1441.90064 Eur. J. Oper. Res. 285, No. 1, 196-210 (2020). MSC: 90B35 90C15 90C39 PDFBibTeX XMLCite \textit{A. Legrain} et al., Eur. J. Oper. Res. 285, No. 1, 196--210 (2020; Zbl 1441.90064) Full Text: DOI HAL
Jerinkić, Nataša Krklec; Rožnjik, Andrea Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation. (English) Zbl 1507.65101 Numer. Algorithms 83, No. 2, 701-718 (2020). MSC: 65K05 90C15 PDFBibTeX XMLCite \textit{N. K. Jerinkić} and \textit{A. Rožnjik}, Numer. Algorithms 83, No. 2, 701--718 (2020; Zbl 1507.65101) Full Text: DOI
Kawai, Reiichiro Adaptive importance sampling and control variates. (English) Zbl 07138453 J. Math. Anal. Appl. 483, No. 1, Article ID 123608, 31 p. (2020). MSC: 65-XX 93-XX PDFBibTeX XMLCite \textit{R. Kawai}, J. Math. Anal. Appl. 483, No. 1, Article ID 123608, 31 p. (2020; Zbl 07138453) Full Text: DOI
Güney, Evren An efficient linear programming based method for the influence maximization problem in social networks. (English) Zbl 1457.91306 Inf. Sci. 503, 589-605 (2019). MSC: 91D30 90C05 PDFBibTeX XMLCite \textit{E. Güney}, Inf. Sci. 503, 589--605 (2019; Zbl 1457.91306) Full Text: DOI
Ban, Gah-Yi; Rudin, Cynthia The big data newsvendor: practical insights from machine learning. (English) Zbl 1443.90093 Oper. Res. 67, No. 1, 90-108 (2019). MSC: 90B05 90C25 PDFBibTeX XMLCite \textit{G.-Y. Ban} and \textit{C. Rudin}, Oper. Res. 67, No. 1, 90--108 (2019; Zbl 1443.90093) Full Text: DOI Link
Shan, Shuqiang; Zhou, Wu; Song, Jiancheng Expected residual minimization method for a class of stochastic mixed equilibrium problems. (Chinese. English summary) Zbl 1449.90345 J. Chongqing Norm. Univ., Nat. Sci. 36, No. 6, 71-78 (2019). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{S. Shan} et al., J. Chongqing Norm. Univ., Nat. Sci. 36, No. 6, 71--78 (2019; Zbl 1449.90345) Full Text: DOI
Cheung, Wang Chi; Simchi-Levi, David Sampling-based approximation schemes for capacitated stochastic inventory control models. (English) Zbl 1432.90011 Math. Oper. Res. 44, No. 2, 668-692 (2019). MSC: 90B05 90C15 93E20 PDFBibTeX XMLCite \textit{W. C. Cheung} and \textit{D. Simchi-Levi}, Math. Oper. Res. 44, No. 2, 668--692 (2019; Zbl 1432.90011) Full Text: DOI Link
Liu, Hongcheng; Wang, Xue; Yao, Tao; Li, Runze; Ye, Yinyu Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming. (English) Zbl 1423.90162 Math. Program. 178, No. 1-2 (A), 69-108 (2019). MSC: 90C15 65C05 90C26 62J07 PDFBibTeX XMLCite \textit{H. Liu} et al., Math. Program. 178, No. 1--2 (A), 69--108 (2019; Zbl 1423.90162) Full Text: DOI Link
Pang, Liping; Meng, Fanyun; Wang, Jinhe Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach. (English) Zbl 1438.90308 J. Ind. Manag. Optim. 15, No. 4, 1653-1675 (2019). MSC: 90C29 90C15 90C30 65K10 90C33 PDFBibTeX XMLCite \textit{L. Pang} et al., J. Ind. Manag. Optim. 15, No. 4, 1653--1675 (2019; Zbl 1438.90308) Full Text: DOI
Albareda-Sambola, Maria; Martínez-Merino, Luisa I.; Rodríguez-Chía, Antonio M. The stratified \(p\)-center problem. (English) Zbl 1458.90407 Comput. Oper. Res. 108, 213-225 (2019). MSC: 90B80 90C59 PDFBibTeX XMLCite \textit{M. Albareda-Sambola} et al., Comput. Oper. Res. 108, 213--225 (2019; Zbl 1458.90407) Full Text: DOI arXiv
Ivanov, Sergey V.; Kibzun, Andrey I.; Mladenović, Nenad; Urošević, Dragan Variable neighborhood search for stochastic linear programming problem with quantile criterion. (English) Zbl 1425.90075 J. Glob. Optim. 74, No. 3, 549-564 (2019). MSC: 90C15 90C05 PDFBibTeX XMLCite \textit{S. V. Ivanov} et al., J. Glob. Optim. 74, No. 3, 549--564 (2019; Zbl 1425.90075) Full Text: DOI
Fei, Xin; Gülpınar, Nalân; Branke, Jürgen Efficient solution selection for two-stage stochastic programs. (English) Zbl 1430.90442 Eur. J. Oper. Res. 277, No. 3, 918-929 (2019). MSC: 90C15 90C90 PDFBibTeX XMLCite \textit{X. Fei} et al., Eur. J. Oper. Res. 277, No. 3, 918--929 (2019; Zbl 1430.90442) Full Text: DOI Link
Yang, Zhen-Ping; Zhang, Jin; Zhu, Xide; Lin, Gui-Hua Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications. (English) Zbl 1410.90143 J. Comput. Appl. Math. 352, 382-400 (2019). MSC: 90C15 90C30 90C33 90C51 PDFBibTeX XMLCite \textit{Z.-P. Yang} et al., J. Comput. Appl. Math. 352, 382--400 (2019; Zbl 1410.90143) Full Text: DOI
Krejić, Nataša; Krklec Jerinkić, Nataša Spectral projected gradient method for stochastic optimization. (English) Zbl 1417.90109 J. Glob. Optim. 73, No. 1, 59-81 (2019). MSC: 90C15 90C52 PDFBibTeX XMLCite \textit{N. Krejić} and \textit{N. Krklec Jerinkić}, J. Glob. Optim. 73, No. 1, 59--81 (2019; Zbl 1417.90109) Full Text: DOI
Poudel, Sushil R.; Quddus, Md Abdul; Marufuzzaman, Mohammad; Bian, Linkan; Burch, Reuben F. V Managing congestion in a multi-modal transportation network under biomass supply uncertainty. (English) Zbl 1410.90016 Ann. Oper. Res. 273, No. 1-2, 739-781 (2019). MSC: 90B05 90C15 90C59 PDFBibTeX XMLCite \textit{S. R. Poudel} et al., Ann. Oper. Res. 273, No. 1--2, 739--781 (2019; Zbl 1410.90016) Full Text: DOI
Song, Wen; Kang, Donghun; Zhang, Jie; Cao, Zhiguang; Xi, Hui A sampling approach for proactive project scheduling under generalized time-dependent workability uncertainty. (English) Zbl 1477.90022 J. Artif. Intell. Res. (JAIR) 64, 385-427 (2019). MSC: 90B35 90C57 90C15 68M20 68W40 PDFBibTeX XMLCite \textit{W. Song} et al., J. Artif. Intell. Res. (JAIR) 64, 385--427 (2019; Zbl 1477.90022) Full Text: DOI
Singham, D. I. Sample average approximation for the continuous type principal-agent problem. (English) Zbl 1430.90447 Eur. J. Oper. Res. 275, No. 3, 1050-1057 (2019). MSC: 90C15 91B44 91A65 91B24 PDFBibTeX XMLCite \textit{D. I. Singham}, Eur. J. Oper. Res. 275, No. 3, 1050--1057 (2019; Zbl 1430.90447) Full Text: DOI
Vandenberghe, Mathieu; de Vuyst, Stijn; Aghezzaf, El-Houssaine; Bruneel, Herwig Surgery sequencing to minimize the expected maximum waiting time of emergent patients. (English) Zbl 1430.90304 Eur. J. Oper. Res. 275, No. 3, 971-982 (2019). MSC: 90B36 90C15 90B35 PDFBibTeX XMLCite \textit{M. Vandenberghe} et al., Eur. J. Oper. Res. 275, No. 3, 971--982 (2019; Zbl 1430.90304) Full Text: DOI
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin Convergence analysis of sample average approximation of two-stage stochastic generalized equations. (English) Zbl 1410.90134 SIAM J. Optim. 29, No. 1, 135-161 (2019). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{X. Chen} et al., SIAM J. Optim. 29, No. 1, 135--161 (2019; Zbl 1410.90134) Full Text: DOI arXiv
Taş, Duygu; Gendreau, Michel; Jabali, Ola; Jans, Raf A capacitated lot sizing problem with stochastic setup times and overtime. (English) Zbl 1403.90056 Eur. J. Oper. Res. 273, No. 1, 146-159 (2019). MSC: 90B05 90B30 90C11 90C59 PDFBibTeX XMLCite \textit{D. Taş} et al., Eur. J. Oper. Res. 273, No. 1, 146--159 (2019; Zbl 1403.90056) Full Text: DOI
Sheikholeslami, Abdorreza; Ilati, Reza A sample average approximation approach to the berth allocation problem with uncertain tides. (English) Zbl 1523.90263 Eng. Optim. 50, No. 10, 1772-1788 (2018). MSC: 90B80 90C90 PDFBibTeX XMLCite \textit{A. Sheikholeslami} and \textit{R. Ilati}, Eng. Optim. 50, No. 10, 1772--1788 (2018; Zbl 1523.90263) Full Text: DOI