A simulation-based approach to two-stage stochastic programming with recourse

Simulation based optimization

WSC '96 Proceedings of the 28th conference on Winter simulation

Adaptive stochastic manpower scheduling

Proceedings of the 30th conference on Winter simulation

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

Computational Optimization and Applications

Variable-sample methods for stochastic optimization

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Event tree based sampling

Computers and Operations Research

Retrospective approximation algorithms for the multidimensional stochastic root-finding problem

WSC '04 Proceedings of the 36th conference on Winter simulation

Solving stochastic mathematical programs with complementarity constraints using simulation

WSC '04 Proceedings of the 36th conference on Winter simulation

Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization

Discrete Event Dynamic Systems

Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation

Mathematics of Operations Research

Efficient sample sizes in stochastic nonlinear programming

Journal of Computational and Applied Mathematics

Confidence level solutions for stochastic programming

Automatica (Journal of IFAC)

A Stochastic Programming Duality Approach to Inventory Centralization Games

Operations Research

Simulation-based approach to estimation of latent variable models

Computational Statistics & Data Analysis

Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space

Automatica (Journal of IFAC)

Event tree based sampling

Computers and Operations Research

A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity

Computers and Operations Research

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Mathematics of Operations Research

Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

Computational Optimization and Applications

Monte Carlo bounding techniques for determining solution quality in stochastic programs

Operations Research Letters

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

Computational Optimization and Applications