Pages that link to "Item:Q2434991"
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The following pages link to A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991):
Displaying 7 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
- Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
