The following pages link to (Q3229784):
Displaying 5 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Newton's method for convex programming and Tschebyscheff approximation (Q1131571) (← links)
- Stochastic vs deterministic programming in water management: the value of flexibility (Q2259041) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- The value of the stochastic solution in stochastic linear programs with fixed recourse (Q3968764) (← links)
