Bias and Variance Reduction in Assessing Solution Quality for Stochastic Programs
Stochastic programming combines ideas from deterministic optimization with probability and statistics to produce more accurate models of optimization problems involving uncertainty. However, due to their size, stochastic programming problems can be extremely difficult to solve and instead approximat...
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| Language: | en |
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The University of Arizona.
2013
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| Online Access: | http://hdl.handle.net/10150/301665 |