Efficient estimation of a risk measure requiring two-stage simulation optimization

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Publication:2103034

DOI10.1016/j.ejor.2022.06.028OpenAlexW4283029450MaRDI QIDQ2103034

Jie Xu, Tianxiang Wang, Chun-Hung Chen, Jianqiang Hu

Publication date: 12 December 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.06.028




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