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Evaluating variance reduction techniques within a sample average approximation method for a constrained inventory policy optimization problem

Yasin Ünlü, Manuel D. Rossetti. Evaluating variance reduction techniques within a sample average approximation method for a constrained inventory policy optimization problem. 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 1629-1640, WSC, 2011. [doi]

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Yasin Ünlü

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Manuel D. Rossetti

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