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"Adaptive Sequential Sample Average Approximation for Solving Two-Stage ..."

Raghu Pasupathy, Yongjia Song (2021)

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DOI: 10.1137/19M1244469

access: closed

type: Journal Article

metadata version: 2021-04-29

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Raghu Pasupathy, Yongjia Song:
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs. SIAM J. Optim. 31(1): 1017-1048 (2021)

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