32 search results - page 3 / 7 » Sample Average Approximation Methods for a Class of Stochast... |
ECAI
2010
Springer
13 years 8 months ago
2010
Springer
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
ORL
2006
13 years 7 months ago
2006
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
SAGA
2005
Springer
14 years 28 days ago
2005
Springer
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
MOR
2007
13 years 7 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
WSC
2004
13 years 8 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...