WSC '96 Proceedings of the 28th conference on Winter simulation
Sample-path solution of stochastic variational inequalities, with applications to option pricing
WSC '96 Proceedings of the 28th conference on Winter simulation
A review of simulation optimization techniques
Proceedings of the 30th conference on Winter simulation
Variable-sample methods for stochastic optimization
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
Mathematics of Operations Research
On sample size control in sample average approximations for solving smooth stochastic programs
Computational Optimization and Applications
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