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ArticleAssessing solution quality in stochastic programs

Güzi̇n Bayraksan2006

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Articlegreen2006

Assessing solution quality in stochastic programs

Güzi̇n Bayraksan · David P. Morton

149 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Advanced Optimization Algorithms Research Simulation Techniques and Applications

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References

1983Simulation Modeling and Analysis.2011Introduction to Stochastic Programming 2002The Sample Average Approximation Method for Stochastic Discrete Optimization 1955Linear Programming under Uncertainty 2004Linear Programming Under Uncertainty 2004A stochastic programming approach for supply chain network design under uncertainty 1999Monte Carlo bounding techniques for determining solution quality in stochastic programs 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

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2011A Sequential Sampling Procedure for Stochastic Programming 2014Clearing the Jungle of Stochastic Optimization 2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization 2019Risk and complexity in scenario optimization 2009Shape-based scenario generation using copulas 2013Simulation Optimization: A Concise Overview and Implementation Guide

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Year2006

Typearticle

Published2006-04-25

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations149

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10107-006-0720-x

openalex_workW2076635261

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2012Designing decision support systems for value-based management: A survey and an architecture

2009Assessing Solution Quality in Stochastic Programs via Sampling