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JAMDS
2000
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JAMDS 2000
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Stratified filtered sampling in stochastic optimization
13 years 10 months ago
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www.rpi.edu
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...
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