Proposes APUB optimization framework for stochastic programming, proves asymptotic correctness and consistency of the new bound, and develops bootstrap and L-shaped solvers for two-stage linear problems with empirical tests on a product mix example.
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UNVERDICTED 2representative citing papers
TSMCTS applies Sequential Monte Carlo in two stages for tree search, claiming better performance, favorable scaling with depth, lower variance, and reduced path degeneracy than SMC and modern MCTS baselines across discrete and continuous environments.
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Minimizing Upper Confidence Bounds: A Data-Driven Framework for Stochastic Programming
Proposes APUB optimization framework for stochastic programming, proves asymptotic correctness and consistency of the new bound, and develops bootstrap and L-shaped solvers for two-stage linear problems with empirical tests on a product mix example.
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Twice Sequential Monte Carlo for Tree Search
TSMCTS applies Sequential Monte Carlo in two stages for tree search, claiming better performance, favorable scaling with depth, lower variance, and reduced path degeneracy than SMC and modern MCTS baselines across discrete and continuous environments.