Güzin Bayraksan, David P. Morton, Monte Carlo Simulation
Abstract: Wedevelop a procedure for testing the quality of a candidate solution for a class of stochastic programs. Quality is defined via the optimality gap and the procedure’s output is a...
Assessing solution quality in stochastic programs (2006)
Güzin Bayraksan, David P. Morton
Determining whether a solution is of high quality (optimal or near optimal) is a fundamental question in optimization theory and algorithms. In this paper, we develop Monte Carlo samplingbased...
Assessing Solution Quality in Stochastic Programs (2005)
Bayraksan, Güzin, Morton, David P.
Determining whether a solution is of high quality (optimal or near optimal) is a fundamental question in optimization theory and algorithms. In this paper, we develop Monte Carlo sampling-based...
Assessing Solution Quality in Stochastic Programs (2005)
Bayraksan, Güzin, Morton, David P.
Determining whether a solution is of high quality (optimal or near optimal) is a fundamental question in optimization theory and algorithms. In this paper, we develop Monte Carlo sampling-based...
in Stochastic Programming Committee: (2005)
Güzin Bayraksan, David P. Morton, John Hasenbein, Leon Lasdon, Elmira Popova, Gustavo De Veciana, ...
Dedicated to the loving memory of my father, Erdo˘gan Bayraksan, who taught me so much. Also dedicated to my mother, Dr. Gülsen Bayraksan and my brother, Ömer Bayraksan, for their love and...