Asymptotic behavior of optimal solutions in stochastic programming

Sample-path optimization in simulation

WSC '94 Proceedings of the 26th conference on Winter simulation

Solving stochastic optimization problems with stochastic constraints: an application in network design

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

Variable-sample methods for stochastic optimization

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Gradient-based simulation optimization

Proceedings of the 38th conference on Winter simulation

The mathematics of continuous-variable simulation optimization

Proceedings of the 40th Conference on Winter Simulation

Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse

Operations Research

Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support

SIAM Journal on Optimization