A Guide to Sample Average Approximation. Kim, S., Pasupathy, R., & Henderson, S. G. In Handbook of Simulation Optimization, pages 207–243. Springer New York, sep, 2014.
doi  bibtex   
@incollection{Kim2014,
	doi = {10.1007/978-1-4939-1384-8_8},
	year = 2014,
	month = {sep},
	publisher = {Springer New York},
	pages = {207--243},
	author = {Sujin Kim and Raghu Pasupathy and Shane G. Henderson},
	title = {A Guide to Sample Average Approximation},
	booktitle = {Handbook of Simulation Optimization}
}

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