Stopping rules for a class of sampling-based stochastic programming algorithms

DOI10.1287/OPRE.46.5.710zbMATH Open0979.90093OpenAlexW2118287502MaRDI QIDQ2770101FDOQ2770101

Authors: David Morton 

Publication date: 7 February 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6ae5ff39032eba86ce844fac0196f74771e7513d

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zbMATH Keywords

stopping rulestochastic programsMonte Carlo sampling-based algorithms

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (9)

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