Simulation-based confidence bounds for two-stage stochastic programs

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Publication:1949266


DOI10.1007/s10107-012-0621-0zbMath1286.90101MaRDI QIDQ1949266

Gerd Infanger, Peter W. Glynn

Publication date: 6 May 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0621-0


90C05: Linear programming

90C15: Stochastic programming

97K50: Probability theory (educational aspects)


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