Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402): Difference between revisions

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Latest revision as of 13:30, 9 December 2024

scientific article
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Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
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    Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (English)
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    25 May 2016
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    variance reduction
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    antithetic variates
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    Latin hypercube sampling
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    optimality gap estimation
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    two-stage stochastic programming
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    Monte Carlo sampling
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