Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction

Jiajun Xu, Suvrajeet Sen. Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction. Computers & OR, 153:106132, May 2023. [doi]

@article{XuS23-1,
  title = {Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction},
  author = {Jiajun Xu and Suvrajeet Sen},
  year = {2023},
  month = {May},
  doi = {10.1016/j.cor.2022.106132},
  url = {https://doi.org/10.1016/j.cor.2022.106132},
  researchr = {https://researchr.org/publication/XuS23-1},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {153},
  pages = {106132},
}