An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (Q294251)
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| Language | Label | Description | Also known as |
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| English | An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes |
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An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (English)
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10 June 2016
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uniform random variate generation over simplexes
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convex optimization
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simulation-based portfolio optimization
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stochastic multi-criteria decision analysis
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distributions with imprecise probabilities
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mixture experiment design
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