A simulation-based approach to two-stage stochastic programming with recourse (Q1290606)

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A simulation-based approach to two-stage stochastic programming with recourse
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    A simulation-based approach to two-stage stochastic programming with recourse (English)
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    3 June 1999
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    likelihood ratios
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    variance reduction techniques
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    confidence intervals
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    hypotheses testing
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    validation analysis
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    expected value function
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    Monte Carlo simulation
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    two-stage stochastic programming with recourse
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    statistical inference
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    validation of optimality
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