Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298)

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scientific article; zbMATH DE number 7330009
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Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
scientific article; zbMATH DE number 7330009

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    Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (English)
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    31 March 2021
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    two-stage stochastic programming
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    sample average approximation
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    retrospective approximation
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    sequential sampling
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