Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402)
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scientific article; zbMATH DE number 6584671
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| English | Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming |
scientific article; zbMATH DE number 6584671 |
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Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (English)
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25 May 2016
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variance reduction
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antithetic variates
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Latin hypercube sampling
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optimality gap estimation
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two-stage stochastic programming
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Monte Carlo sampling
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0.8140058517456055
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0.8121033906936646
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0.8107653260231018
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0.802034318447113
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0.7849366664886475
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