On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
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Publication:2706316
DOI10.1137/S1052623498349541zbMath0999.90023OpenAlexW2064133327WikidataQ105584161 ScholiaQ105584161MaRDI QIDQ2706316
Alexander Shapiro, Tito Homem-de-mello
Publication date: 19 March 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623498349541
Monte Carlo simulationconvex analysislarge deviations theorytwo-stage stochastic programming with recourse
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