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Proceedings of the 28th conference on Winter simulation - WSC '96
This leads to the (stochastic counterpart) approximating problem points for generated realizations (sample paths) wis required. Drawbacks of the SA method are well known -slow convergence, absence of a good stopping rule, difficulty in handling constraints. In this talk we discuss an alternative approach to the above optimization problem which became known as the stochastic counterpart (or sample path) method. In the stochastic counterpart method a (large) sample WI, ... , W n is generated anddoi:10.1145/256562.256644 fatcat:myuzqbiivvcnxmkymi5g7ix244