Monte Carlo bounding techniques for determining solution quality in stochastic programs

Simulation Modeling and Analysis.

Mark J. Schervish, Averill M. Law, W. David Kelton · Journal of the American Statistical Association · 1983 · 8.9K citations

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Inventory management and production planning and scheduling

Journal of Manufacturing Systems · 1999 · 2.8K citations

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

Richard M. Van Slyke, Roger J.‐B. Wets · SIAM Journal on Applied Mathematics · 1969 · 1.2K citations

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Linear Programming under Uncertainty

George B. Dantzig · Management Science · 1955 · 1.2K citations

Mathematical Programming, Engineering, Game Theory +21