Monte Carlo bounding techniques for determining solution quality in stochastic programs

被引：14
|
作者：
Mak, Wai-Kei [1 ]
Morton, David P. [2 ]
Wood, R. Kevin [3 ]
机构：
[1] Department of Computer Science, The University of Texas at Austin, Austin, TX 78712, United States
[2] Grad. Program in Operations Research, The University of Texas at Austin, Austin, TX 78712, United States
[3] Operations Research Department, Naval Postgraduate School, Monterey, CA 93943, United States
来源：
Operations Research Letters | 1999年 / 24卷 / 01期
关键词：
Number:; DMI-9702217; Acronym:; NSF; Sponsor: National Science Foundation; -; ONR; Sponsor: Office of Naval Research; AFOSR; Sponsor: Air Force Office of Scientific Research; Sponsor: University of Texas at Austin;
D O I：
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摘要：
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页码：47 / 56
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