Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742)
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scientific article; zbMATH DE number 6738133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs |
scientific article; zbMATH DE number 6738133 |
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Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (English)
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30 June 2017
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sample average approximation (SAA)
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optimality gap estimation
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overlapping batch means
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stochastic programming
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