An improved averaged two-replication procedure with Latin hypercube sampling

DOI10.1016/J.ORL.2017.12.005MaRDI QIDQ2417094zbMATH OpenOpenAlexWikidataFDO

Authors Güzin Bayraksan

Publication date 11 June 2019

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2017.12.005

zbMATH Keywords

Latin hypercube samplingvariance reductionMonte Carlo simulationstochastic optimizationsolution validation

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cited in

(1)

• Variance reduction for sequential sampling in stochastic programming

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