Peter W. Glynn, Gerd Infanger. Simulation-based confidence bounds for two-stage stochastic programs. Math. Program., 138(1-2):15-42, 2013. [doi]
@article{GlynnI13,
title = {Simulation-based confidence bounds for two-stage stochastic programs},
author = {Peter W. Glynn and Gerd Infanger},
year = {2013},
doi = {10.1007/s10107-012-0621-0},
url = {http://dx.doi.org/10.1007/s10107-012-0621-0},
researchr = {https://researchr.org/publication/GlynnI13},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {138},
number = {1-2},
pages = {15-42},
}