Monte Carlo bounding techniques for determining solution quality in stochastic programs

No abstract is available for this paper.

• Publication year

  1999

• Venue

  Operations Research Letters

• Publication date

  1999-02-01

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.1016/S0167-6377(98)00054-6
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Optimization of Stochastic Models: The Interface Between Simulation and Optimization

  2012cited by this paper
• Private communication

  1999cited by this paper
• Inventory management and production planning and scheduling

  1998cited by this paper
• A simulation-based approach to two-stage stochastic programming with recourse

  1998cited by this paper
• A branch and bound method for stochastic global optimization

  1998cited by this paper
• Pricing American-style securities using simulation

  1997cited by this paper
• Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming

  1996cited by this paper
• Duality and statistical tests of optimality for two stage stochastic programs

  1996influential reference
• Optimization of Stochastic Models

  1996cited by this paper
• On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems

  1996cited by this paper
• Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method

  1995cited by this paper
• An upper bound on the network recourse function Christopher J. Donohue and John R. Birge.

  1995cited by this paper
• Network planning with random demand

  1994influential reference
• Simulation Modeling and Analysis (2nd Ed.)

  1994cited by this paper
• An Inside View of Russian Agrarian Reform

  1994cited by this paper
• Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method

  1994cited by this paper
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

  1993cited by this paper
• On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics

  1991cited by this paper
• Statistical verification of optimality conditions for stochastic programs with recourse

  1991cited by this paper
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

  1991cited by this paper
• Asymptotic analysis of stochastic programs

  1991cited by this paper
• Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

  1991cited by this paper
• Epi‐consistency of convex stochastic programs

  1991cited by this paper
• Parallel processors for planning under uncertainty

  1990cited by this paper
• Asymptotic Properties of Statistical Estimators in Stochastic Programming

  1989cited by this paper
• Decomposition techniques for multi-area generation and transmission planning under uncertainty: Final report

  1989cited by this paper
• ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS

  1988cited by this paper
• Stochastic Quasigradient Methods and their Implementation

  1988cited by this paper
• A regularized decomposition method for minimizing a sum of polyhedral functions

  1986cited by this paper
• Stochastic quasigradient methods and their application to system optimization

  1983cited by this paper
• Simulation Modeling and Analysis

  1982cited by this paper
• The value of the stochastic solution in stochastic linear programs with fixed recourse

  1982cited by this paper
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

  1974cited by this paper
• L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING.

  1969cited by this paper
• Inequalities for Stochastic Linear Programming Problems

  1960cited by this paper
• STOCHASTIC PROGRAMS WITH FIXED RECOURSE : THE EQUIVALENT DETERMINISTIC PROGRAM

  year unknowncited by this paper

• Scenario decomposition approach for mobile multi-agent monitoring under failure

  2026cites this paper
• Optimizing hub networks for truck platooning under uncertainty in cost savings

  2026cites this paper
• An interval-based two-stage stochastic programming model for the unit commitment problem under net demand uncertainty

  2026cites this paper
• Investments in distribution grid resiliency: A stochastic programming model for dynamic microgrid design

  2026cites this paper
• Stochastic model for physician staffing and scheduling in emergency departments with multiple treatment stages

  2025cites this paper
• Data-driven Wasserstein distributionally robust profit-maximising hub location problem

  2025cites this paper
• A Patient-Centered Hospital Procurement of Physician Preferred Implants

  2025cites this paper
• A sampling-based winner determination model and algorithm for logistics service procurement auctions under double uncertainty

  2025cites this paper
• Beyond First-Order: Training LLMs with Stochastic Conjugate Subgradients and AdamW

  2025cites this paper
• Strategic Placement and Sizing of Distributed Generation for Resilience Enhancement of Distribution Grids With Microgrid Formation

  2025cites this paper
• A supply chain redesign problem considering facility functionality transformation

  2025cites this paper
• A Stochastic Conjugate Subgradient Algorithm for Two-stage Stochastic Programming

  2025cites this paper
• Joint Optimization of Service Routing and Scheduling in Home Health Care

  2025cites this paper
• Tightening Optimality gap with confidence through conformal prediction

  2025cites this paper
• Release immediately or sequentially? Strategies for allocating scarce therapeutic resources during disease outbreaks

  2025cites this paper
• Efficient Uncertainty Quantification of Bagging via the Cheap Bootstrap

  2025cites this paper
• Multi-cut stochastic approximation methods for solving stochastic convex composite optimization

  2025cites this paper
• A two-stage stochastic programming approach for enhancing seismic resilience of water pipe networks

  2025cites this paper
• A decomposition algorithm for distributionally robust chance-constrained programs with polyhedral ambiguity set

  2025influential citation
• Nested logic-based Benders decomposition for disaster preparedness planning with horizontal coordination

  2025cites this paper
• A two-stage stochastic programming approach to design the fish supply chain network considering export revenues and carbon emission: a real case study

  2025cites this paper
• Robust H-infinity control under stochastic requirements: minimizing conditional value-at-risk instead of worst-case performance

  2025influential citation
• Optimal transportation mode selection and capacity allocation under uncertainty

  2025cites this paper
• An Adaptive Sampling-based Progressive Hedging Algorithm for Stochastic Programming

  2024cites this paper
• Value of risk aversion in perishable products supply chain management

  2024cites this paper
• Stochastic optimization of inference execution on tactical edge networks

  2024cites this paper
• Integrated management of abatement technology investment and resource extraction

  2024cites this paper
• Video Offloading in Mobile Edge Computing: Dealing With Uncertainty

  2024cites this paper
• Data Farming the Parameters of Simulation-Optimization Solvers

  2024cites this paper
• Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application

  2024cites this paper
• Multi-period time window assignment for attended home delivery

  2024cites this paper
• Shape-Constrained Distributional Optimization via Importance-Weighted Sample Average Approximation

  2024cites this paper
• Multi-period fourth-party logistics network design with the temporary outsourcing service under demand uncertainty

  2024cites this paper
• Problem-based scenario generation by decomposing output distributions

  2024cites this paper
• Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty

  2024cites this paper
• Data-Driven Solutions and Uncertainty Quantification for Multistage Stochastic Optimization

  2024cites this paper
• Is Cross-validation the Gold Standard to Estimate Out-of-sample Model Performance?

  2024cites this paper
• Accelerating Benders decomposition for solving a sequence of sample average approximation replications

  2024cites this paper
• Multi-resource allocation and care sequence assignment in patient management: a stochastic programming approach

  2024cites this paper
• A two-stage stochastic programming framework for blood product inventory management with ABO substitution and lateral transshipment

  2024cites this paper
• Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

  2024cites this paper
• Sidewalk‐based bicycle path network design incorporating equity in cycling time

  2024cites this paper
• Simulation Optimization: An Introductory Tutorial on Methodology

  2024cites this paper
• Probing-Enhanced Stochastic Programming

  2024cites this paper
• Data‐driven inventory forecasting in periodic‐review inventory systems adjusted with a fill rate requirement

  2024cites this paper
• Sample Average Approximation for Black-Box Variational Inference

  2024influential citation
• A two-stage stochastic model for picker allocation problem in warehouses considering the rest allowance and picker’s weight

  2024cites this paper
• Is Cross-Validation the Gold Standard to Evaluate Model Performance?

  2024cites this paper
• Assessing solution quality in risk-averse stochastic programs

  2024influential citation
• Sequential pricing of electricity

  2024cites this paper
• A Stochastic Benders Decomposition Scheme for Large-Scale Stochastic Network Design

  2023cites this paper
• Scenario Generation of PV Power Based on DDPM

  2023cites this paper
• Capacity reservation for humanitarian relief: A logic-based Benders decomposition method with subgradient cut

  2023cites this paper
• Multi-Objective Bus Timetable Coordination Considering Travel Time Uncertainty

  2023cites this paper
• Uses of sub-sample estimates to reduce errors in stochastic optimization models

  2023cites this paper
• Robustness in optimal design of Eco-Industrial Parks under the lens of two-stage stochastic optimization

  2023cites this paper
• Statistical Performance of Subgradient Step-Size Update Rules in Lagrangian Relaxations of Chance-Constrained Optimization Models

  2023cites this paper
• Data-driven integrated home service staffing and capacity planning: Stochastic optimization approaches

  2023cites this paper
• Software for Data-Based Stochastic Programming Using Bootstrap Estimation

  2023cites this paper
• A Tutorial on Derivative-Free Policy Learning Methods for Interpretable Controller Representations

  2023cites this paper
• A target-time-windows technique for project scheduling under uncertainty

  2023cites this paper
• Sample Average Approximation for Black-Box VI

  2023cites this paper
• Predicting additive manufacturing defects with robust feature selection for imbalanced data

  2023cites this paper
• Tactical supply chain planning after mergers under uncertainty with an application in oil and gas

  2023cites this paper
• Stochastic programming to evaluate the benefits of coordination mechanisms in the forest supply chain

  2023cites this paper
• A Stochastic Benders Decomposition Scheme for Large-Scale Data-Driven Network Design

  2023cites this paper
• Mixed-model Sequencing with Stochastic Failures: A Case Study for Automobile Industry

  2023cites this paper
• A two-stage stochastic collaborative intertwined supply network design problem under multiple disruptions

  2023cites this paper
• The Benders by batch algorithm: Design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs

  2023cites this paper
• Routing and resource allocation in non-profit settings with equity and efficiency measures under demand uncertainty

  2023cites this paper
• Smoothed f-Divergence Distributionally Robust Optimization: Exponential Rate Efficiency and Complexity-Free Calibration

  2023influential citation
• Collaborative optimization of surgery and ICU under uncertainty

  2023cites this paper
• Improving the decision-making process by considering supply uncertainty – a case study in the forest value chain

  2023cites this paper
• Combining simulation and optimization to derive operating policies for a concentrating solar power plant

  2022cites this paper
• A Two-Stage Method of Dimensioning and Scheduling Service Providers under Patient Demand Uncertainty

  2022cites this paper
• Using robust optimization to inform US deep decarbonization planning

  2022cites this paper
• Retrofitting strategy for biomass co-fired power plant

  2022cites this paper
• Metaheuristics for the stochastic post-disaster debris clearance problem

  2022cites this paper
• Stochastic Optimization Approaches for an Operating Room and Anesthesiologist Scheduling Problem

  2022cites this paper
• Integrated consultation and chemotherapy scheduling with stochastic treatment times

  2022cites this paper
• Integrated Home Care Staffing and Capacity Planning: Stochastic Optimization Approaches

  2022cites this paper
• Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs

  2022cites this paper
• Two-stage risk-averse stochastic programming approach for multi-item single source ordering problem: CVaR minimisation with transportation cost

  2022cites this paper
• Fourth-party logistics network design under uncertainty environment

  2022cites this paper
• Linear bilevel programming with uncertain lower-level costs

  2022cites this paper
• A Cheap Bootstrap Method for Fast Inference

  2022cites this paper
• Design of a two-echelon last-mile delivery model

  2022cites this paper
• Product-line planning under uncertainty

  2022cites this paper
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: Models, challenges, and opportunities

  2022influential citation
• Sampling-based Decomposition Algorithms for Multistage Stochastic Programming

  2022cites this paper
• Improved feature selection with simulation optimization

  2022cites this paper
• A shared-mobility-based framework for evacuation planning and operations under forecast uncertainty

  2022cites this paper
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS

  2022cites this paper
• Joint tank container demurrage policy and flow optimisation using a Progressive Hedging Algorithm with Expanded Time-Space Network

  2022cites this paper
• STOCHASTIC LEARNING APPROACH FOR BINARY OPTIMIZATION: APPLICATION TO BAYESIAN OPTIMAL DESIGN OF EXPERIMENTS\ast

  2022cites this paper
• A Multi-scenario Modeling Method for Power System Planning Based on Improved K-Means Aggregation Algorithm

  2022cites this paper
• Subproblem sampling vs. scenario reduction: efficacy comparison for stochastic programs in power systems applications

  2022cites this paper
• Towards Increasing Synergistic Effects of Resilience Strategies in Supply Chain Network Design

  2022cites this paper
• Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms

  2022cites this paper
• Optimal Mobile Energy Storage Pre-Placement for Black-Start Restoration

  2022cites this paper