A simulation-based approach to two-stage stochastic programming with recourse (Q1290606)
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English | A simulation-based approach to two-stage stochastic programming with recourse |
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A simulation-based approach to two-stage stochastic programming with recourse (English)
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3 June 1999
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likelihood ratios
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variance reduction techniques
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confidence intervals
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hypotheses testing
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validation analysis
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expected value function
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Monte Carlo simulation
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two-stage stochastic programming with recourse
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statistical inference
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validation of optimality
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