Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs. Bayraksan, G. & Pierre-Louis, P. SIAM J. Optimization, 22(4):1518-1548, 2012.
Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs. [link]Link  Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs. [link]Paper  bibtex   
@article{journals/siamjo/BayraksanP12,
  added-at = {2020-05-22T00:00:00.000+0200},
  author = {Bayraksan, Güzin and Pierre-Louis, Péguy},
  biburl = {https://www.bibsonomy.org/bibtex/25c837bc85423928a87701e8cccc4c709/dblp},
  ee = {https://www.wikidata.org/entity/Q57500091},
  interhash = {4c11121c6b823df1585179edc54d860b},
  intrahash = {5c837bc85423928a87701e8cccc4c709},
  journal = {SIAM J. Optimization},
  keywords = {dblp},
  number = 4,
  pages = {1518-1548},
  timestamp = {2020-05-23T11:58:05.000+0200},
  title = {Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs.},
  url = {http://dblp.uni-trier.de/db/journals/siamjo/siamjo22.html#BayraksanP12},
  volume = 22,
  year = 2012
}

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