Monte Carlo bounding techniques for determining solution quality in stochastic programs

Wai-Kei Mak، نويسنده , , David P. Morton، نويسنده , , R. Kevin Wood، نويسنده ,

دوماهنامه با شماره پیاپی سال 1999

10

47

56

statistics , Monte Carlo approximations , stochastic , Con dence intervals , Variancereduction , Programming , sampling

Operations Research Letters

1999

Operations Research Letters

137156