Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742): Difference between revisions

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Latest revision as of 02:22, 14 July 2024

scientific article; zbMATH DE number 6738133
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English
Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs
scientific article; zbMATH DE number 6738133

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    Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (English)
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    30 June 2017
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    sample average approximation (SAA)
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    optimality gap estimation
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    overlapping batch means
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    stochastic programming
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