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ANOR
2004
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13 years 10 months ago
Call Center Staffing with Simulation and Cutting Plane Methods
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...
ORL
2008
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13 years 11 months ago
Sample average approximation of expected value constrained stochastic programs
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
APJOR
2010
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13 years 11 months ago
Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems
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