Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
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Cites work
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- scientific article; zbMATH DE number 1389742 (Why is no real title available?)
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Cited in
(8)- Variance reduction in sample approximations of stochastic programs
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- An improved averaged two-replication procedure with Latin hypercube sampling
- Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
- The impact of sampling methods on bias and variance in stochastic linear programs
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Variance reduction for sequential sampling in stochastic programming
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