Optimal Budget Allocation for Sample Average Approximation

Optimality functions in stochastic programming

(2011) J. O. Royset   MATHEMATICAL PROGRAMMING

A Sequential Sampling Procedure for Stochastic Programming

(2011) Güzin Bayraksan et al.   OPERATIONS RESEARCH

Simulation optimization using the cross-entropy method with optimal computing budget allocation

(2010) Donghai He et al.   ACM Transactions on Modeling and Computer Simulation

On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

(2010) Raghu Pasupathy   OPERATIONS RESEARCH

On buffered failure probability in design and optimization of structures

(2010) R.T. Rockafellar et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Robust Stochastic Approximation Approach to Stochastic Programming

(2009) A. Nemirovski et al.   SIAM JOURNAL ON OPTIMIZATION

Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications

(2008) Huifu Xu et al.   MATHEMATICAL PROGRAMMING

Efficient sample sizes in stochastic nonlinear programming

(2007) E. Polak et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS