Assessing solution quality in stochastic programs

Mathematical Programming

Volumn 108, Issue 2-3, 2006, Pages 495-514

  Bayraksan, Güzin ^a   Morton, David P ^b  

^a University of Arizona   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; MONTE CARLO METHODS; OPTIMIZATION; PROBLEM SOLVING;

OPTIMIZATION THEORY; SINGLE-REPLICATION; STOCHASTIC PROGRAMS;

RANDOM PROCESSES;

EID: 33745712295     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0720-x     Document Type: Article

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