Variance reduction in sample approximations of stochastic programs (Q2487848): Difference between revisions
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Revision as of 08:28, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction in sample approximations of stochastic programs |
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Variance reduction in sample approximations of stochastic programs (English)
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8 August 2005
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Stochastic optimization
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Discretization
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Variance reduction techniques
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Randomized quasi-Monte Carlo methods
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Antithetic variates
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