The impact of sampling methods on bias and variance in stochastic linear programs
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Publication:434168
DOI10.1007/S10589-010-9322-XzbMATH Open1245.90075OpenAlexW2051574074MaRDI QIDQ434168FDOQ434168
Authors: Michael B. Freimer, Jeffrey T. Linderoth, Douglas J. Thomas 
Publication date: 10 July 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9322-x
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Cited In (10)
- Heuristic Solutions to the Facility Location Problem with General Bernoulli Demands
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- Predictive stochastic programming
- Variance reduction for sequential sampling in stochastic programming
- Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
- An improved averaged two-replication procedure with Latin hypercube sampling
- An empirical analysis of scenario generation methods for stochastic optimization
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Bias reduction in sample-based optimization
- Enhancing the sample average approximation method with \(U\) designs
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