Monte Carlo sampling approach to stochastic programming (Q4452116): Difference between revisions
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Revision as of 15:54, 5 March 2024
scientific article; zbMATH DE number 2040967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo sampling approach to stochastic programming |
scientific article; zbMATH DE number 2040967 |
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Monte Carlo sampling approach to stochastic programming (English)
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11 February 2004
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stochastic programming
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two and multi-stage stochastic programs
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sample average approximation
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Monte Carlo sampling
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consistency
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asymptotic normality
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large deviations theory
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validation analysis
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