Monte Carlo bounding techniques for determining solution quality in stochastic programs

Wai-Kei Mak, David P. Morton, R. Kevin Wood. Monte Carlo bounding techniques for determining solution quality in stochastic programs. Oper. Res. Lett., 24(1-2):47-56, 1999. [doi]

@article{MakMW99,
  title = {Monte Carlo bounding techniques for determining solution quality in stochastic programs},
  author = {Wai-Kei Mak and David P. Morton and R. Kevin Wood},
  year = {1999},
  doi = {10.1016/S0167-6377(98)00054-6},
  url = {http://dx.doi.org/10.1016/S0167-6377(98)00054-6},
  researchr = {https://researchr.org/publication/MakMW99},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {24},
  number = {1-2},
  pages = {47-56},
}