Simulation-Based Optimality Tests for Stochastic Programs

DOI10.1007/978-1-4419-1642-6_3MaRDI QIDQ3001269zbMATH OpenOpenAlexWikidataFDO

Authors Güzin Bayraksan, David Morton, Amit Partani

Publication date 31 May 2011

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-1642-6_3

zbMATH Keywords

approximationoptimality gap

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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Cited in

(10)

• scientific article; zbMATH DE number 5494133 (Why is no real title available?)
• A family of stochastic programming test problems based on a model for tactical manpower planning
• Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
• Solving a class of simulation-based optimization problems using ``optimality in probability
• Optimality functions in stochastic programming
• Statistical testing of optimality conditions in multiresponse simulation-based optimization
• Testing the structure of multistage stochastic programs
• The stochastic test collection problem: models, exact and heuristic solution approaches
• Simulation-based confidence bounds for two-stage stochastic programs
• Assessing solution quality in stochastic programs

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• SUTIL

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