Event tree based sampling
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Cites work
- scientific article; zbMATH DE number 3720681 (Why is no real title available?)
- scientific article; zbMATH DE number 3739305 (Why is no real title available?)
- scientific article; zbMATH DE number 176392 (Why is no real title available?)
- scientific article; zbMATH DE number 3063454 (Why is no real title available?)
- scientific article; zbMATH DE number 3080959 (Why is no real title available?)
- A simulation-based approach to two-stage stochastic programming with recourse
- Duality and statistical tests of optimality for two stage stochastic programs
- Integrated Variance Reduction Strategies for Simulation
- Introduction to Stochastic Programming
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Parallel processors for planning under uncertainty
- The sample average approximation method for stochastic discrete optimization
- Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
- stochastic quasigradient methods and their application to system optimization†
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