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Progressive Hedging and Sample Average Approximation for the Two-stage Stochastic Traveling Salesman Problem

机译：两阶段随机旅行推销员问题的逐步对冲和样本平均近似

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Pablo Adasme; Janny Leung; Ismael Soto;
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1. A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times [J] . Perboli Guido, Gobbato Luca, Maggioni Francesca IMA Journal of Management Mathematics . 2017,第1期

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2. CONVERGENCE ANALYSIS OF SAMPLE AVERAGE APPROXIMATION OF TWO-STAGE STOCHASTIC GENERALIZED EQUATIONS [J] . Chen Xiaojun, Shapiro Alexander, Sun Hailin SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics . 2019,第1期

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3. CONVERGENCE ANALYSIS OF SAMPLE AVERAGE APPROXIMATION OF TWO-STAGE STOCHASTIC GENERALIZED EQUATIONS [J] . Chen Xiaojun, Shapiro Alexander, Sun Hailin SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics . 2019,第1期

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4. Progressive Hedging and Sample Average Approximation for the Two-stage Stochastic Traveling Salesman Problem [C] . Pablo Adasme, Janny Leung, Ismael Soto International Conference on Operations Research and Enterprise Systems . 2017

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5. Sample average approximation of risk-averse stochastic programs [D] . Wang, Wei 2007

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6. Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems [O] . Meiju Luo, Yan Zhang -1

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7. Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations [O] . Xiaojun Chen, Alexander Shapiro, Hailin Sun 2019

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Progressive Hedging and Sample Average Approximation for the Two-stage Stochastic Traveling Salesman Problem

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