Simulation-based optimality tests for stochastic programs
Year of publication: |
2011
|
---|---|
Authors: | Bayraksan, Güzin ; Morton, David P. ; Partani, Amit |
Published in: |
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig. - New York, NY : Springer, ISBN 978-1-4419-1641-9. - 2011, p. 37-55
|
Subject: | Simulation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
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