Variance reduction for sequential sampling in stochastic programming (Q2241206): Difference between revisions

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Latest revision as of 02:40, 27 July 2024

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Variance reduction for sequential sampling in stochastic programming
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    Variance reduction for sequential sampling in stochastic programming (English)
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    8 November 2021
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    sequential sampling
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    variance reduction
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    Latin hypercube sampling
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    antithetic variates
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    stochastic optimization
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    Monte Carlo simulation
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