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"Variance reduction for sequential sampling in stochastic programming."

Jangho Park, Rebecca Stockbridge, Güzin Bayraksan (2021)

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DOI: 10.1007/S10479-020-03908-X

access: closed

type: Journal Article

metadata version: 2021-04-29

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Jangho Park, Rebecca Stockbridge, Güzin Bayraksan:
Variance reduction for sequential sampling in stochastic programming. Ann. Oper. Res. 300(1): 171-204 (2021)

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