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"The Sample Average Approximation Method for Stochastic Discrete Optimization."

Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello (2002)

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DOI: 10.1137/S1052623499363220

access: closed

type: Journal Article

metadata version: 2024-02-05

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Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello:
The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM J. Optim. 12(2): 479-502 (2002)

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