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SIAMJO
2002
124views more  SIAMJO 2002»
13 years 4 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
APJOR
2010
112views more  APJOR 2010»
13 years 4 months ago
Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...
Huifu Xu
WSC
1998
13 years 6 months ago
LABATCH.2: Software for Statistical Analysis of Simulation Sample Path Data
LABATCH.2 is a collection of computer programs available in C, FORTRAN, and SIMSCRIPT II.5 by anonymous ftp, at http://www.or.unc.edu/gfish/labatch.2.html. It performs statistical...
George S. Fishman