scientific article; zbMATH DE number 5494133

MaRDI QIDQ5301770zbMATH OpenFDO

Authors David Morton

Publication date 20 January 2009

zbMATH Keywords

stochastic program

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• Assessing solution quality in stochastic programs
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• Stress testing for risk-averse stochastic programs
• Simulation-Based Optimality Tests for Stochastic Programs
• Stochastic model checking of the stochastic quality calculus
• Analyzing the quality of the expected value solution in stochastic programming
• Overlapping batches for the assessment of solution quality in stochastic programs
• Test problems in stochastic multistage programming
• Testing the structure of multistage stochastic programs

Cited in

(2)

• The stochastic test collection problem: models, exact and heuristic solution approaches
• Assessing solution quality in stochastic programs

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