Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming |
scientific article; zbMATH DE number 6584671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming |
scientific article; zbMATH DE number 6584671 |
Statements
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (English)
0 references
25 May 2016
0 references
variance reduction
0 references
antithetic variates
0 references
Latin hypercube sampling
0 references
optimality gap estimation
0 references
two-stage stochastic programming
0 references
Monte Carlo sampling
0 references
0 references
0 references
0 references
0 references
0 references
0.8140058517456055
0 references
0.8121033906936646
0 references
0.8107653260231018
0 references
0.802034318447113
0 references
0.7849366664886475
0 references
