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Volumn 3624, Issue , 2005, Pages 257-269

Sampling bounds for stochastic optimization

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COSTS; DECISION THEORY; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; VECTORS;

EID: 26944478897     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/11538462_22     Document Type: Conference Paper
Times cited : (66)

References (15)
  • 1
    • 26944493129 scopus 로고    scopus 로고
    • On two-stage stochastic minimum spanning trees
    • K. Dhamhere, R. Ravi and M. Singh. On two-stage Stochastic Minimum Spanning Trees. Proc. of IPCO, 2005.
    • (2005) Proc. of IPCO
    • Dhamhere, K.1    Ravi, R.2    Singh, M.3
  • 6
    • 0036013019 scopus 로고    scopus 로고
    • The sample average approximation method for stochastic discrete optimization
    • A. J. Kleywegt, A. Shapiro, and T. Homem-De-Mello. The sample average approximation method for stochastic discrete optimization. SIAM J. on Optimization, 12:479-502, 2001.
    • (2001) SIAM J. on Optimization , vol.12 , pp. 479-502
    • Kleywegt, A.J.1    Shapiro, A.2    Homem-De-Mello, T.3
  • 10
    • 77950512601 scopus 로고    scopus 로고
    • Montecarlo sampling methods
    • A. Ruszczynski, and A. Shapiro editors, Stochastic Programming, Elsevier
    • A. Shapiro. Montecarlo sampling methods. In A. Ruszczynski, and A. Shapiro editors, Stochastic Programming, Vol 10 of Handbook in Operations Research and Management Science, Elsevier 2003.
    • (2003) Handbook in Operations Research and Management Science , vol.10
    • Shapiro, A.1
  • 12
    • 26944495438 scopus 로고    scopus 로고
    • Personal communication, February
    • R. Ravi and M. Singh. Personal communication, February 2005.
    • (2005)
    • Ravi, R.1    Singh, M.2
  • 13
    • 17744374831 scopus 로고    scopus 로고
    • Stochastic optimization is (almost) as easy as deterministic optimization
    • D. Shmoys and C. Swamy. Stochastic optimization is (almost) as easy as deterministic optimization. Proc. of FOCS, 2004.
    • (2004) Proc. of FOCS
    • Shmoys, D.1    Swamy, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.