Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
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Publication:5857298
DOI10.1137/19M1244469zbMath1462.90076arXiv2012.03761OpenAlexW3151499891MaRDI QIDQ5857298
Publication date: 31 March 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.03761
sequential samplingtwo-stage stochastic programmingsample average approximationretrospective approximation
Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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