Pages that link to "Item:Q1770258"

The following pages link to Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258):

Displaying 2 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)