Rebecca Stockbridge

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 3

Top Topics

Recent Progress

Confidence Intervals

Variance Reduction

Top Venues

Ann. Oper. Res.

Comput. Methods Appl. Math.

Comput. Optim. Appl.

Publications

Jangho Park, Rebecca Stockbridge, Güzin Bayraksan
Variance reduction for sequential sampling in stochastic programming. Ann. Oper. Res. 300 (1) (2021)
Rebecca Stockbridge, Güzin Bayraksan
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming. Comput. Optim. Appl. 64 (2) (2016)
Zhuo Jin, Rebecca Stockbridge, Gang George Yin
Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management. Comput. Methods Appl. Math. 15 (3) (2015)
Rebecca Stockbridge, Güzin Bayraksan
A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming. Math. Program. 142 (1-2) (2013)