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    ANOR
    2006
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    The empirical behavior of sampling methods for stochastic programming
    15 years 26 days ago
    The empirical behavior of sampling methods for stochastic programming
    Download  pages.cs.wisc.edu
    Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
    Jeff Linderoth, Alexander Shapiro, Stephen Wright
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