On sample size control in sample average approximations for solving smooth stochastic programs

Author:

Royset Johannes O.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference53 articles.

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3. Bastin, F., Cirillo, C., Toint, P.L.: An adaptive Monte Carlo algorithm for computing mixed logit estimators. Comput. Manag. Sci. 3(1), 55–79 (2006)

4. Bayraksan, G., Morton, D.P.: A sequential sampling procedure for stochastic programming. Oper. Res. 59(4), 898–913 (2011)

5. Bertsekas, D.P.: Dynamic Programming and Optimal Control, 3rd edn. Athena Scientific, Belmont (2007)

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