References¶
[birge2011]
Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming, Second Ed. Springer Verlag (2011)
[ThePaper]
Chen, Xiaotie and Woodruff, David L.: Software for data-based stochastic programming using bootstrap estimation, https://optimization-online.org/2022/08/software-for-data-based-stochastic-programming-using-bootstrap-estimation/ (2022)
[eichhorn2007stochastic]
Eichhorn, Andreas and Romisch, Werner: Stochastic integer programming: Limit theorems and confidence intervals, Mathematics of Operations Research, 32(1), 118-135 (2007)
[lam2018assessing]
Lam, Henry and Qian, Huajie: Assessing solution quality in stochastic optimization via bootstrap aggregating, 2018 Winter Simulation Conference (WSC), 2061–2071 (2018)