Verweij, Bram; Ahmed, Shabbir; Kleywegt, Anton J.; Nemhauser, George; Shapiro, Alexander The sample average approximation method applied to stochastic routing problems: a computational study. (English) Zbl 1094.90029 Comput. Optim. Appl. 24, No. 2-3, 289-333 (2003). MSC: 90C15 90C27 PDFBibTeX XMLCite \textit{B. Verweij} et al., Comput. Optim. Appl. 24, No. 2--3, 289--333 (2003; Zbl 1094.90029) Full Text: DOI
Shapiro, Alexander; Kleywegt, Anton Minimax analysis of stochastic problems. (English) Zbl 1040.90030 Optim. Methods Softw. 17, No. 3, 523-542 (2002). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 90C15 90C47 62C20 PDFBibTeX XMLCite \textit{A. Shapiro} and \textit{A. Kleywegt}, Optim. Methods Softw. 17, No. 3, 523--542 (2002; Zbl 1040.90030) Full Text: DOI
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito The sample average approximation method for stochastic discrete optimization. (English) Zbl 0991.90090 SIAM J. Optim. 12, No. 2, 479-502 (2002). Reviewer: I.M.Stancu-Minasian (Bucureşti) MSC: 90C10 90C15 PDFBibTeX XMLCite \textit{A. J. Kleywegt} et al., SIAM J. Optim. 12, No. 2, 479--502 (2001; Zbl 0991.90090) Full Text: DOI