Variance reduction and objective function evaluation in stochastic linear programs

INFORMS Journal on Computing

Volumn 10, Issue 2, 1998, Pages 236-247

  Higle, Julia L ^a  

^a University of Arizona   (United States)

Author keywords

Stochastic linear programming; Variance reduction

Indexed keywords

EID: 0345475227     PISSN: 10919856     EISSN: None     Source Type: Journal    
DOI: 10.1287/ijoc.10.2.236     Document Type: Review

References (19)

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