A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991): Difference between revisions

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Latest revision as of 08:14, 7 July 2024

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A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
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    A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (English)
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    3 February 2014
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    stochastic programming
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    Monte Carlo simulation
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    stability analysis
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    bias reduction techniques
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    confidence intervals
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    probability metrics
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