An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (Q294251)
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scientific article; zbMATH DE number 6591377
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| English | An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes |
scientific article; zbMATH DE number 6591377 |
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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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0.7682927250862122
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0.7368374466896057
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0.7337701916694641
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0.7264175415039062
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