Variance reduction in sample approximations of stochastic programs (Q2487848)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2193929
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance reduction in sample approximations of stochastic programs |
scientific article; zbMATH DE number 2193929 |
Statements
Variance reduction in sample approximations of stochastic programs (English)
0 references
8 August 2005
0 references
Stochastic optimization
0 references
Discretization
0 references
Variance reduction techniques
0 references
Randomized quasi-Monte Carlo methods
0 references
Antithetic variates
0 references
0 references
0 references
0 references
0 references
0.9446155
0 references
0.9124631
0 references
0.91162926
0 references
0.9083774
0 references
0.9082382
0 references
0.9057211
0 references
0 references
0.9037765
0 references
0.90140533
0 references
0.90116656
0 references
