Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10589-015-9814-9 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10589-015-9814-9 / rank | |||
Normal rank | |||
Latest revision as of 13:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming |
scientific article |
Statements
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (English)
0 references
25 May 2016
0 references
variance reduction
0 references
antithetic variates
0 references
Latin hypercube sampling
0 references
optimality gap estimation
0 references
two-stage stochastic programming
0 references
Monte Carlo sampling
0 references
0 references
0 references
0 references
0 references
0 references
