sample average approximation

36

ANOR
2004

122views more ANOR 2004»

Call Center Staffing with Simulation and Cutting Plane Methods

14 years 18 days ago

We present an iterative cutting plane method for minimizing staffing costs in a service system subject to satisfying acceptable service level requirements over multiple time perio...

Júlíus Atlason, Marina A. Epelman, S...

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48

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ORL
2008

124views more ORL 2008»

Sample average approximation of expected value constrained stochastic programs

14 years 21 days ago

Download www2.isye.gatech.edu

We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...

Wei Wang, Shabbir Ahmed

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32

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APJOR
2010

112views more APJOR 2010»

Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems

14 years 26 days ago

Download www.personal.soton.ac.uk

In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...

Huifu Xu

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