Augmented simulation methods for discrete stochastic optimization with recourse
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Publication:2678622
DOI10.1007/s10479-020-03836-wOpenAlexW3094273161MaRDI QIDQ2678622
Tahir Ekin, Paul Damien, Stephen G. Walker
Publication date: 23 January 2023
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03836-w
simulation-based optimizationdiscrete stochastic optimizationstochastic programs with recourseaugmented probability simulationBarker algorithm
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