Pages that link to "Item:Q1949266"
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The following pages link to Simulation-based confidence bounds for two-stage stochastic programs (Q1949266):
Displaying 14 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Inference of statistical bounds for multistage stochastic programming problems (Q1423707) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
- Estimating the Probability that a Function Observed with Noise Is Convex (Q3386772) (← links)
- Non-asymptotic confidence bounds for the optimal value of a stochastic program (Q4594844) (← links)
- Stochastic Integer Programming: Limit Theorems and Confidence Intervals (Q5388020) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
