scientific article; zbMATH DE number 1389742

DOI10.1002/(SICI)1520-6750(199910)46:7%3C753::AID-NAV1%3E3.0.CO;2-MMaRDI QIDQ4934192zbMATH OpenFDO

Authors T. Glenn Bailey, Paul A. Jensen, David Morton

Publication date 20 February 2000

Full work available at URL https://doi.org/10.1002/(SICI)1520-6750(199910)46:7%3C753::AID-NAV1%3E3.0.CO;2-M

zbMATH Keywords

response surface methodologystochastic programmingvariance reduction

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Stochastic programming (90C15)

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Cites work

• A first order approach to a class of multi-time-period stochastic programming problems
• scientific article; zbMATH DE number 3994822 (Why is no real title available?)
• scientific article; zbMATH DE number 775096 (Why is no real title available?)
• scientific article; zbMATH DE number 824994 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• stochastic quasigradient methods and their application to system optimization^†
• Stochastic two-stage programming

Cited in

(9)

• Variance reduction for sequential sampling in stochastic programming
• A stochastic planning framework for the discovery of complementary, agricultural systems
• A two-stage stochastic model for maintenance and rehabilitation planning of pavements
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• The empirical behavior of sampling methods for stochastic programming
• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
• Simulation-Based Optimality Tests for Stochastic Programs
• Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
• Stochastic programming methods in the response surface methodology

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