On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

Alexander Shapiro, Tito Homem-de-Mello. On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. SIAM Journal on Optimization, 11(1):70-86, 2000. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.