Monte Carlo Bounding Techniques for Determining Solution Quality in Stochastic Programs
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Authors
Mak, Wai-Kei
Morton, David P.
Wood, R. Kevin
Subjects
Programming; Stochastic; Monte Carlo approximations; Statistics; Sampling; Con dence intervals; Variance
reduction
Advisors
Date of Issue
1999
Date
Publisher
Language
Abstract
Type
Article
Description
Operations Research Letters, 24, pp. 47-56.
Series/Report No
Department
Operations Research (OR)
Organization
Identifiers
NPS Report Number
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Funder
Format
Citation
Distribution Statement
Rights
defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.