Enhancing the sample average approximation method with U designs

DOI10.1093/BIOMET/ASQ046MaRDI QIDQ3067019zbMATH OpenOpenAlexFDO

Authors

Publication date 20 January 2011

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asq046

zbMATH Keywords

computer experimentdesign of experimentnumerical integrationoptimization under uncertaintyorthogonal array-based Latin hypercubestochastic programming

Mathematics Subject Classification ID

Orthogonal arrays, Latin squares, Room squares (05B15) Design of statistical experiments (62K99) Stochastic programming (90C15)

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Cited in

(2)

• Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
• Variance reduction for sequential sampling in stochastic programming

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