A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming. - Rebecca Stockbridge; Güzin Bayraksan (Math. Program., 2013)

Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management. - Zhuo Jin; Rebecca Stockbridge; Gang George Yin (Comput. Methods Appl. Math., 2015)

Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming. - Rebecca Stockbridge; Güzin Bayraksan (Comput. Optim. Appl., 2016)

Variance reduction for sequential sampling in stochastic programming. - Jangho Park; Rebecca Stockbridge; Güzin Bayraksan (Ann. Oper. Res., 2021)