Gerd Infanger. Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs. Annals OR, 39(1):69-95, 1992. [doi]
@article{Infanger92,
title = {Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs},
author = {Gerd Infanger},
year = {1992},
doi = {10.1007/BF02060936},
url = {http://dx.doi.org/10.1007/BF02060936},
researchr = {https://researchr.org/publication/Infanger92},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {39},
number = {1},
pages = {69-95},
}