Assessing solution quality in stochastic programs

Author:

Bayraksan Güzin,Morton David P.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference32 articles.

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2. Attouch, H., Wets, R.J.-B.: Approximation and convergence in nonlinear optimization. In: Mangasarian O., Meyer R., Robinson S. (eds.), Nonlinear Programming, 4, Academic Press, New York, 1981, pp. 367–394

3. Bayraksan, G., Morton, D.P.: Testing solution quality in stochastic programming: a single replication procedure. In: Proceedings of the 16th Symposium of IASC on Computational Statistics. Physica-Verlag/Springer, Prague, Czech Republic, 2004

4. Beale, E.M.L.: On minimizing a convex function subject to linear inequalities. J. Roy. Stat. Soc. 17B, 173–184 (1955)

5. Bertocchi, M., Dupačová, J., Moriggia, V.: Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study. Ann. Oper. Res. 99, 267–286 (2000)

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