IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/9c36c4c8-25d6-4a86-afbd-28f1b04bda4c.html
   My bibliography  Save this paper

Sample-path solutions for simulation optimization problems and stochastic variational inequalities

Author

Listed:
  • Gürkan, G.

    (Tilburg University, Center For Economic Research)

  • Ozge, A.Y.
  • Robinson, S.M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Discussion Paper 1997-78, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:9c36c4c8-25d6-4a86-afbd-28f1b04bda4c
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1253118/GGOAYRSM5616852.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Daniel De Wolf & Yves Smeers, 1997. "A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model," Management Science, INFORMS, vol. 43(2), pages 190-197, February.
    2. Pierre L'Ecuyer & Nataly Giroux & Peter W. Glynn, 1994. "Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State," Management Science, INFORMS, vol. 40(10), pages 1245-1261, October.
    3. Stephen M. Robinson, 1996. "Analysis of Sample-Path Optimization," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 513-528, August.
    4. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solution of stochastic variational inequalities," Discussion Paper 1997-87, Tilburg University, Center for Economic Research.
    5. Peter Kall, 1986. "Approximation to Optimization Problems: An Elementary Review," Mathematics of Operations Research, INFORMS, vol. 11(1), pages 9-18, February.
    6. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solution of stochastic variational inequalities," Other publications TiSEM 0e5d1c05-b311-49bf-8450-4, Tilburg University, School of Economics and Management.
    7. Stephen M. Robinson, 1980. "Strongly Regular Generalized Equations," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 43-62, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Other publications TiSEM 9c36c4c8-25d6-4a86-afbd-2, Tilburg University, School of Economics and Management.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Other publications TiSEM 9c36c4c8-25d6-4a86-afbd-2, Tilburg University, School of Economics and Management.
    2. Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004. "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Discussion Paper 2004-25, Tilburg University, Center for Economic Research.
    3. Birbil, S.I. & Gürkan, G. & Listeş, O., 2004. "Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis," ERIM Report Series Research in Management ERS-2004-016-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    4. Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004. "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Other publications TiSEM ab097838-6408-404d-aaeb-f, Tilburg University, School of Economics and Management.
    5. Gürkan, G. & Ozge, A.Y., 1996. "Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues," Other publications TiSEM 77da022b-635b-46fd-bf4a-f, Tilburg University, School of Economics and Management.
    6. Ş. İlker Birbil & Gül Gürkan & Ovidiu Listeş, 2006. "Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation," Mathematics of Operations Research, INFORMS, vol. 31(4), pages 739-760, November.
    7. Gürkan, G. & Ozge, A.Y., 1996. "Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues," Discussion Paper 1996-98, Tilburg University, Center for Economic Research.
    8. Patriksson, Michael, 2008. "On the applicability and solution of bilevel optimization models in transportation science: A study on the existence, stability and computation of optimal solutions to stochastic mathematical programs," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 843-860, December.
    9. Gurkan, G. & Listes, O.L., 2004. "Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis," Econometric Institute Research Papers EI 2004-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    10. Victor DeMiguel & Huifu Xu, 2009. "A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application," Operations Research, INFORMS, vol. 57(5), pages 1220-1235, October.
    11. Gürkan, G., 1997. "Simulation Optimization of Buffer Allocations in Production Lines with Unreliable Machines," Discussion Paper 1997-97, Tilburg University, Center for Economic Research.
    12. Daniel Ralph & Huifu Xu, 2011. "Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach," Mathematics of Operations Research, INFORMS, vol. 36(3), pages 568-592, August.
    13. Gürkan, G. & Pang, J.S., 2009. "Approximizations of Nash equilibria," Other publications TiSEM de211d31-d77d-4211-9ca8-2, Tilburg University, School of Economics and Management.
    14. Dali Zhang & Huifu Xu & Yue Wu, 2010. "A two stage stochastic equilibrium model for electricity markets with two way contracts," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 71(1), pages 1-45, February.
    15. Kao, Chiang & Chen, Shih-Pin, 2006. "A stochastic quasi-Newton method for simulation response optimization," European Journal of Operational Research, Elsevier, vol. 173(1), pages 30-46, August.
    16. Gürkan, G., 1997. "Simulation Optimization of Buffer Allocations in Production Lines with Unreliable Machines," Other publications TiSEM 015cb8ee-38d7-41b1-b9fc-7, Tilburg University, School of Economics and Management.
    17. Xiaojun Chen & Masao Fukushima, 2005. "Expected Residual Minimization Method for Stochastic Linear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 30(4), pages 1022-1038, November.
    18. M. Durea & R. Strugariu, 2011. "On parametric vector optimization via metric regularity of constraint systems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(3), pages 409-425, December.
    19. Yongchao Liu & Huifu Xu & Jane J. Ye, 2011. "Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints," Mathematics of Operations Research, INFORMS, vol. 36(4), pages 670-694, November.
    20. M. J. Luo & G. H. Lin, 2009. "Expected Residual Minimization Method for Stochastic Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 140(1), pages 103-116, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:9c36c4c8-25d6-4a86-afbd-28f1b04bda4c. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.