Search Results - "sample average approximation"

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"sample average approximation" » "samples average approximation", "simple average approximation", "sample coverage approximation"

On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling

by Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L’Ecuyer
Published 2021

Subjects: “...Sample average approximation...”
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European Journal of Operational Research

by Thuy Anh Ta, Wyean Chan, Fabian Bastin, Pierre L’Ecuyer
Published 2021

“... that combines sample average approximation with a decomposition method. We provide numerical illustrations...”
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A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty

by Ta, Thuy Anh
Published 2021

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