Enhancing the sample average approximation method with \(U\) designs (Q3067019)

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scientific article; zbMATH DE number 5839449
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    Enhancing the sample average approximation method with \(U\) designs
    scientific article; zbMATH DE number 5839449

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      Enhancing the sample average approximation method with U designs (English)
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      20 January 2011
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      computer experiment
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      design of experiment
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      numerical integration
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      optimization under uncertainty
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      orthogonal array-based Latin hypercube
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      stochastic programming
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