{"id":"https://openalex.org/W2298876865","doi":"https://doi.org/10.1007/s10589-015-9814-9","title":"Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming","display_name":"Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming","publication_year":2015,"publication_date":"2015-12-21","ids":{"openalex":"https://openalex.org/W2298876865","doi":"https://doi.org/10.1007/s10589-015-9814-9","mag":"2298876865"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-015-9814-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-015-9814-9","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005507013","display_name":"Rebecca Stockbridge","orcid":null},"institutions":[{"id":"https://openalex.org/I118136607","display_name":"General Motors (United States)","ror":"https://ror.org/05addee68","country_code":"US","type":"company","lineage":["https://openalex.org/I118136607"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Rebecca Stockbridge","raw_affiliation_strings":["General Motors, Warren, MI, 48092, USA"],"affiliations":[{"raw_affiliation_string":"General Motors, Warren, MI, 48092, USA","institution_ids":["https://openalex.org/I118136607"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079684901","display_name":"G\u00fczi\u0307n Bayraksan","orcid":"https://orcid.org/0000-0001-5521-1313"},"institutions":[{"id":"https://openalex.org/I52357470","display_name":"The Ohio State University","ror":"https://ror.org/00rs6vg23","country_code":"US","type":"education","lineage":["https://openalex.org/I52357470"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"G\u00fczin Bayraksan","raw_affiliation_strings":["Department of Integrated Systems Engineering, The Ohio State University, Columbus, OH, 43210, USA"],"affiliations":[{"raw_affiliation_string":"Department of Integrated Systems Engineering, The Ohio State University, Columbus, OH, 43210, USA","institution_ids":["https://openalex.org/I52357470"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005507013"],"corresponding_institution_ids":["https://openalex.org/I118136607"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.231,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.83994134,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"64","issue":"2","first_page":"407","last_page":"431"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.886825680732727},{"id":"https://openalex.org/keywords/latin-hypercube-sampling","display_name":"Latin hypercube sampling","score":0.8378134965896606},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7741580009460449},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6913327574729919},{"id":"https://openalex.org/keywords/control-variates","display_name":"Control variates","score":0.6719870567321777},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6409953832626343},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.5553471446037292},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4842836260795593},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.4765870273113251},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.44008758664131165},{"id":"https://openalex.org/keywords/slice-sampling","display_name":"Slice sampling","score":0.4359118342399597},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.42319542169570923},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3840978145599365},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.23498854041099548},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.22395315766334534},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.15790152549743652}],"concepts":[{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.886825680732727},{"id":"https://openalex.org/C20820323","wikidata":"https://www.wikidata.org/wiki/Q6496514","display_name":"Latin hypercube sampling","level":3,"score":0.8378134965896606},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7741580009460449},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6913327574729919},{"id":"https://openalex.org/C121683094","wikidata":"https://www.wikidata.org/wiki/Q3554721","display_name":"Control variates","level":5,"score":0.6719870567321777},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6409953832626343},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5553471446037292},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4842836260795593},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4765870273113251},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.44008758664131165},{"id":"https://openalex.org/C170593435","wikidata":"https://www.wikidata.org/wiki/Q4128565","display_name":"Slice sampling","level":4,"score":0.4359118342399597},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.42319542169570923},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3840978145599365},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.23498854041099548},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.22395315766334534},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.15790152549743652},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-015-9814-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-015-9814-9","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:coopap:v:64:y:2016:i:2:d:10.1007_s10589-015-9814-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10589-015-9814-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6343352073","display_name":null,"funder_award_id":"1345626","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320309272","display_name":"Wayne State University","ror":"https://ror.org/01070mq45"},{"id":"https://openalex.org/F4320337391","display_name":"Division of Civil, Mechanical and Manufacturing Innovation","ror":"https://ror.org/028yd4c30"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W87152119","https://openalex.org/W135857881","https://openalex.org/W163705307","https://openalex.org/W193502338","https://openalex.org/W1752958389","https://openalex.org/W1975049860","https://openalex.org/W1981264388","https://openalex.org/W1985639525","https://openalex.org/W1994377487","https://openalex.org/W2000257769","https://openalex.org/W2000953623","https://openalex.org/W2001012897","https://openalex.org/W2017411673","https://openalex.org/W2019441776","https://openalex.org/W2020929673","https://openalex.org/W2023711160","https://openalex.org/W2031946900","https://openalex.org/W2038407338","https://openalex.org/W2038669746","https://openalex.org/W2051574074","https://openalex.org/W2051718289","https://openalex.org/W2073614412","https://openalex.org/W2076530146","https://openalex.org/W2076635261","https://openalex.org/W2078566378","https://openalex.org/W2086024425","https://openalex.org/W2088296482","https://openalex.org/W2100140125","https://openalex.org/W2100760548","https://openalex.org/W2112201164","https://openalex.org/W2123755623","https://openalex.org/W2130421071","https://openalex.org/W2135732339","https://openalex.org/W2143863355","https://openalex.org/W2151025666","https://openalex.org/W2151194818","https://openalex.org/W2156260808","https://openalex.org/W2156629950","https://openalex.org/W2160183615","https://openalex.org/W2167990494","https://openalex.org/W2502170570","https://openalex.org/W3139252864","https://openalex.org/W3140959975","https://openalex.org/W3146381002","https://openalex.org/W4251495539","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W212229914","https://openalex.org/W2161621187","https://openalex.org/W2057407087","https://openalex.org/W2313927419","https://openalex.org/W160467666","https://openalex.org/W4249444302","https://openalex.org/W2387727280","https://openalex.org/W2753019263","https://openalex.org/W2049791232","https://openalex.org/W4248662691"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
