Bias evaluation and reduction for sample-path optimization

MaRDI QIDQ5501579zbMATH OpenFDO

Authors Fabian Bastin

Publication date 4 August 2015

zbMATH Keywords

bias reductionmixed logitnonlinear programmingoptimization biassimulation biasstochastic programming

Mathematics Subject Classification ID

Stochastic approximation (62L20) Monte Carlo methods (65C05) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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