Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 10: Stochastic Programming  < Chapter 6

STOCHASTIC PROGRAMMING
Edited by A. Ruszczynski and A. Shapiro

CHAPTER 6
Monte Carlo Sampling Methods
A. Shapiro

1. Introduction*

2.  Statistical properties of SAA estimators

3.  Exponential rates of convergence

4. Validation analysis

5. Variance reduction techniques

6. Multistage stochastic programming

7. Stochastic generalized equations

References

* The first two pages of the chapters are available as PDF file.

Complete chapters on ScienceDirect
 
[Description and order information]

Important links:

• Member Order Form
  
• Proposals for further Handbook Volumes
  

Related Websites:

• Decision Sciences Publications
• Handbooks in Information Systems
• Handbooks in Economics
• Handbooks in Finance

<< back