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Efficient solution selection for two-stage stochastic programs - MaRDI portal

Efficient solution selection for two-stage stochastic programs (Q1740544)

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scientific article; zbMATH DE number 7049421
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English
Efficient solution selection for two-stage stochastic programs
scientific article; zbMATH DE number 7049421

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    Efficient solution selection for two-stage stochastic programs (English)
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    30 April 2019
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    stochastic programming
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    sample average approximation
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    Wasserstein metric
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    ranking and selection
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