Simulation-Based Optimality Tests for Stochastic Programs

DOI10.1007/978-1-4419-1642-6_3zbMath1227.90024OpenAlexW52124216WikidataQ57500100 ScholiaQ57500100MaRDI QIDQ3001269

David P. Morton, Amit Partani, Güzin Bayraksan

Publication date: 31 May 2011

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-1642-6_3

zbMATH Keywords

approximationoptimality gap

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

Related Items (1)

Simulation-based confidence bounds for two-stage stochastic programs

Uses Software

• SUTIL

Cites Work

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