Author of the publication

Quasi-Monte Carlo strategies for stochastic optimization.

, and . WSC, page 774-782. IEEE Computer Society, (2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems.. Math. Oper. Res., 26 (4): 741-768 (2001)Quasi-Monte Carlo strategies for stochastic optimization., and . WSC, page 774-782. IEEE Computer Society, (2006)Chance-constrained problems and rare events: an importance sampling approach., , , , and . Math. Program., 157 (1): 153-189 (2016)Newsvendor-type models with decision-dependent uncertainty., , and . Math. Methods Oper. Res., 76 (2): 189-221 (2012)A Study on the Cross-Entropy Method for Rare-Event Probability Estimation.. INFORMS J. Comput., 19 (3): 381-394 (2007)Dynamic fleet scheduling with uncertain demand and customer flexibility., , , , and . Comput. Manag. Science, 9 (4): 459-481 (2012)Some large deviations results for Latin hypercube sampling., and . WSC, page 673-681. IEEE Computer Society, (2005)Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy., and . WSC, page 310-319. WSC, (2002)Sample average approximation of stochastic dominance constrained programs., , and . Math. Program., 133 (1-2): 171-201 (2012)Controlling risk and demand ambiguity in newsvendor models., , and . Eur. J. Oper. Res., 279 (3): 854-868 (2019)