Pages that link to "Item:Q4427344"
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The following pages link to Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs (Q4427344):
Displaying 11 items.
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Event tree based sampling (Q2496018) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)