The empirical behavior of sampling methods for stochastic programming (Q2507414)
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English | The empirical behavior of sampling methods for stochastic programming |
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The empirical behavior of sampling methods for stochastic programming (English)
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11 October 2006
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stochastic linear programming
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recourse
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sample average approximations
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computational grid
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Monte Carlo sampling
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optimality gap
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statistical KKT test
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