On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling
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Publication:2235138
DOI10.1007/S10107-020-01518-WzbMath1489.65011OpenAlexW3034534017MaRDI QIDQ2235138
Fabian Bastin, Thuy Anh Ta, Tien Mai, Pierre L'Ecuyer
Publication date: 20 October 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/sis_research/5281
convergence ratesample average approximationexpected value constraintsstaffing optimizationmultistage stochastic program
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