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"Efficient estimation of a risk measure requiring two-stage simulation ..."

Tianxiang Wang et al. (2023)

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DOI: 10.1016/J.EJOR.2022.06.028

access: closed

type: Journal Article

metadata version: 2023-01-15

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Tianxiang Wang, Jie Xu, Jian-Qiang Hu, Chun-Hung Chen:
Efficient estimation of a risk measure requiring two-stage simulation optimization. Eur. J. Oper. Res. 305(3): 1355-1365 (2023)

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