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    ANOR
    2006
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    The empirical behavior of sampling methods for stochastic programming
    13 years 11 months ago
    The empirical behavior of sampling methods for stochastic programming
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    Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
    Jeff Linderoth, Alexander Shapiro, Stephen Wright
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