Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780): Difference between revisions
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Latest revision as of 09:01, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach |
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Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (English)
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25 January 2016
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Benders' decomposition
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cutting plane algorithms
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stochastic optimization
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stochastic programming
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importance sampling
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variance reduction
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Monte Carlo
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Markov chain Monte Carlo
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kernel density estimation
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nonparametric
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