A combined deterministic and sampling-based sequential bounding method for stochastic programming

Péguy Pierre-Louis, Güzin Bayraksan, David P. Morton. A combined deterministic and sampling-based sequential bounding method for stochastic programming. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 4172-4183, WSC, 2011. [doi]

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