Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6584671
@@ Property / zbMATH DE Number: 6584671 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance reduction
@@ Property / zbMATH Keywords: variance reduction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+antithetic variates
@@ Property / zbMATH Keywords: antithetic variates / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Latin hypercube sampling
@@ Property / zbMATH Keywords: Latin hypercube sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimality gap estimation
@@ Property / zbMATH Keywords: optimality gap estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-stage stochastic programming
@@ Property / zbMATH Keywords: two-stage stochastic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo sampling
@@ Property / zbMATH Keywords: Monte Carlo sampling / rank @@
+Normal rank

Revision as of 19:12, 27 June 2023