Efficient solution selection for two-stage stochastic programs
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DOI: 10.1016/j.ejor.2019.02.015
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- Guo, Peijun, 2022. "Dynamic focus programming: A new approach to sequential decision problems under uncertainty," European Journal of Operational Research, Elsevier, vol. 303(1), pages 328-336.
- Wang, Tianxiang & Xu, Jie & Hu, Jian-Qiang & Chen, Chun-Hung, 2023. "Efficient estimation of a risk measure requiring two-stage simulation optimization," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1355-1365.
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Keywords
Stochastic programming; Sample average approximation; Wasserstein metric; Ranking and selection;All these keywords.
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