The following pages link to Rebecca Stockbridge (Q288400):
Displaying 4 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
