Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402): Difference between revisions
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Revision as of 04:30, 13 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming |
scientific article |
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Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (English)
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25 May 2016
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variance reduction
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antithetic variates
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Latin hypercube sampling
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optimality gap estimation
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two-stage stochastic programming
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Monte Carlo sampling
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