A combined deterministic and sampling-based sequential bounding method for stochastic programming

Proceedings - Winter Simulation Conference

Volumn , Issue , 2011, Pages 4167-4178

  Pierre Louis, Péguy ^a   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

APPROXIMATION METHODS; BOUNDING METHOD; COMPUTATIONAL RESULTS; CONFIDENCE INTERVAL; CONTROL VARIATES; JENSEN'S INEQUALITY; LOWER BOUNDS; MONTE CARLO SAMPLING; OBJECTIVE FUNCTION VALUES; RANDOM VECTORS; RIGHT-HAND SIDES; SAMPLING-BASED; STOPPING RULE; TWO-STAGE STOCHASTIC PROGRAMMING; UPPER BOUND; VARIANCE REDUCTIONS;

APPROXIMATION THEORY; CONVEX PROGRAMMING; STOCHASTIC PROGRAMMING;

APPROXIMATION ALGORITHMS;

EID: 84858059229     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2011.6148105     Document Type: Conference Paper

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