Importance sampling in stochastic programming: A Markov chain Monte Carlo approach

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Title:	Importance sampling in stochastic programming: A Markov chain Monte Carlo approach
Authors:	Parpas, P Ustun, B Webster, MD Tran, QK
Item Type:	Journal Article
Issue Date:	24-Apr-2015
Date of Acceptance:	1-Sep-2014
URI:	http://hdl.handle.net/10044/1/23338
DOI:	https://dx.doi.org/10.1287/ijoc.2014.0630
ISSN:	1526-5528
Publisher:	INFORMS (Institute for Operations Research and Management Sciences)
Start Page:	358
End Page:	377
Journal / Book Title:	Informs Journal on Computing
Volume:	27
Issue:	2
Copyright Statement:	© 2015, INFORMS
Appears in Collections:	Computing Grantham Institute for Climate Change Faculty of Engineering