Variance reduction in sample approximations of stochastic programs (Q2487848): Difference between revisions

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+Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions
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+MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS
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+Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
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+Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
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+Scenario generation and stochastic programming models for asset liability management
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+Variance Reduction via Lattice Rules
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