Rebecca Stockbridge

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Variance reduction for sequential sampling in stochastic programming
Annals of Operations Research
2021-11-08Paper
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
Computational Optimization and Applications
2016-05-25Paper
Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management
Computational Methods in Applied Mathematics
2015-08-04Paper
A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
Mathematical Programming. Series A. Series B
2014-02-03Paper


Research outcomes over time


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