The Sample Average Approximation Method for Stochastic Discrete Optimization
Work
Year: 2002
Type: article
Abstract: In thispaper we study a Monte Carlo simulation--based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and the expected value ... more
Source: SIAM Journal on Optimization
Institution Georgia Institute of Technology
Cites: 28
Cited by: 1,858
Related to: 10
FWCI: 51.72
Citation percentile (by year/subfield): 99.98
Subfield: Industrial and Manufacturing Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green