A simulation-based approach to two-stage stochastic programming with recourse

Mathematical Programming, Series B

Volumn 81, Issue 3, 1998, Pages 301-325

  Shapiro, Alexander ^a   Homem de Mello, Tito ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Confidence intervals; Hypotheses testing; Likelihood ratios; Monte Carlo simulation; Nonlinear programming; Two stage stochastic programming with recourse; Validation analysis; Variance reduction techniques

Indexed keywords

EID: 0001762682     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01580086     Document Type: Article

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