两阶段随机线性规划中基于蒙特卡洛抽样的最优性间隙估计量的方差缩减

Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming

Computational Optimization and Applications · 2015
被引 7
ABS 3
运筹学随机规划蒙特卡洛方法方差缩减技术