An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (Q294251): Difference between revisions

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Latest revision as of 02:51, 12 July 2024

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An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
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    An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (English)
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    10 June 2016
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    uniform random variate generation over simplexes
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    convex optimization
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    simulation-based portfolio optimization
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    stochastic multi-criteria decision analysis
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    distributions with imprecise probabilities
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    mixture experiment design
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