An Adaptive Sequential Sample Average Approximation Framework for Solving Two-stage Stochastic Linear Programs. Pasupathy, R. & Song, Y. SIAM Journal on Optimization, 2020. To appear.
Paper bibtex @article{2020passon,
author = {R. Pasupathy and Y. Song},
title = {An Adaptive Sequential Sample Average Approximation Framework for Solving Two-stage Stochastic Linear Programs},
journal = {SIAM Journal on Optimization},
year = {2020},
volume = {},
number = {},
month = {},
pages = {},
url = {http://www.optimization-online.org/DB_HTML/2019/02/7068.html},
note = {To appear.},
keywords = {}
}