Asymptotic analysis of stochastic programs

Adaptive stochastic manpower scheduling

Proceedings of the 30th conference on Winter simulation

Monte Carlo simulation approach to stochastic programming

Proceedings of the 33nd conference on Winter simulation

Strong convergence of estimators in nonlinear autoregressive models

Journal of Multivariate Analysis

Variable-sample methods for stochastic optimization

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Asymptotic normality of test statistics under alternative hypotheses

Journal of Multivariate Analysis

On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

Operations Research

The stochastic root-finding problem: Overview, solutions, and open questions

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints

Mathematics of Operations Research

A Distributional Interpretation of Robust Optimization

Mathematics of Operations Research

Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation

Computational Optimization and Applications

Monte Carlo bounding techniques for determining solution quality in stochastic programs

Operations Research Letters

Overlapping batches for the assessment of solution quality in stochastic programs

Proceedings of the Winter Simulation Conference

On sample size control in sample average approximations for solving smooth stochastic programs

Computational Optimization and Applications