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    WSC
    2007
    84views Modeling And Simulation» more  WSC 2007»
    Sequential sampling for solving stochastic programs
    14 years 2 months ago
    Sequential sampling for solving stochastic programs
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    We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
    Güzin Bayraksan, David P. Morton
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