Pages that link to "Item:Q1363429"
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The following pages link to Duality and statistical tests of optimality for two stage stochastic programs (Q1363429):
Displaying 15 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Estimation of optimality gap using stratified sampling (Q2490968) (← links)
- A stochastic soft constraints fuzzy model for a portfolio selection problem (Q2492370) (← links)
- Event tree based sampling (Q2496018) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
