Park, Jangho; Stockbridge, Rebecca; Bayraksan, Güzin Variance reduction for sequential sampling in stochastic programming. (English) Zbl 1480.90182 Ann. Oper. Res. 300, No. 1, 171-204 (2021). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stockbridge, Rebecca; Bayraksan, Güzin Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming. (English) Zbl 1342.90119 Comput. Optim. Appl. 64, No. 2, 407-431 (2016). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Stockbridge, Rebecca; Bayraksan, Güzin A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming. (English) Zbl 1282.90114 Math. Program. 142, No. 1-2 (A), 107-131 (2013). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI