On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (Q2706316)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs |
scientific article |
Statements
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (English)
0 references
19 March 2001
0 references
two-stage stochastic programming with recourse
0 references
Monte Carlo simulation
0 references
large deviations theory
0 references
convex analysis
0 references
