Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:58, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach |
scientific article |
Statements
Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (English)
0 references
25 January 2016
0 references
Benders' decomposition
0 references
cutting plane algorithms
0 references
stochastic optimization
0 references
stochastic programming
0 references
importance sampling
0 references
variance reduction
0 references
Monte Carlo
0 references
Markov chain Monte Carlo
0 references
kernel density estimation
0 references
nonparametric
0 references
