SEQUENTIAL SAMPLING FOR SOLVING STOCHASTIC PROGRAMS

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by S. G. Henderson , B. Biller , M. -h. Hsieh , J. Shortle , J. D. Tew , R. R. Barton , Güzin Bayraksan , David P. Morton

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54 The Empirical Behavior of Sampling Methods for Stochastic Programming – Jeff Linderoth, Alexander Shapiro, Stephen Wright - 2002
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The empirical behavior of sampling methods for . . . – J. Linderoth, A. Shapiro, S. J. Wright - 2006
Proceedings of the 1998 Winter Simulation Conference – Medeiros Watson Carson - 1998
Monte Carlo bounding techniques for determining solution quality in stochastic programs – Wai-kei Maka, David P. Mortonb C, R. Kevin Wood - 1997
6 On rates of convergence for stochastic optimization problems under non-I.I.D. sampling. submitted for publication – Tito Homem-de-mello - 2006
A scenario-based stochastic programming model for water . . . – David W. Watkins , Daene C. McKinney , Leon S. Lasdon , Soren S. Nielsen , Quentin W. Martin - 2000
Multi-Stage Mathematical Programming Under Uncertainty – Eithan Schweitzer - 1994
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1 Controlling The Precision Of Estimated Means In Interactive Simulation – Kimmo E. E. Raatikainen - 1994
3 SIMULATION-BASED OPTIMIZATION – Geng Deng - 2007
Proceedings of the 2001 Winter Simulation Conference – Peters Smith Medeiros, B. A. Peters, J. S. Smith, D. J. Medeiros, M. W. Rohrer
Fixed-Width Output Analysis for Markov Chain – Monte Carlo, Galin L. Jones, Murali Haran, Brian S. Caffo, Ronald Neath - 2005
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Decis User's Guide - A System For Solving Large-Scale Stochastic Programs – Gerd Infanger, Gerd Infanger - 1997
11 Conditioning of Convex Piecewise Linear Stochastic Programs – Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim - 2000
9 Current Trends in Stochastic Programming Computation and Applications – John R. Birge - 1995