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Stochastic Constraints and Variance Reduction Techniques

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T. Homem-de-Mello and G. Bayraksan
Handbook of Simulation Optimization, Michael Fu (ed.), Springer: 245—276, 2015
Publication year: 2015

Monte Carlo Methods for Discrete Stochastic Optimization

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T. Homem-de-Mello
In S. Uryasev and P. M. Pardalos (ed.): Stochastic Optimization: Algorithms and Applications, Kluwer Academic Publishers: 95—117, 2000
Publication year: 2000