Importance sampling in stochastic programming: a Markov chain Monte Carlo approach (Q3466780)
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scientific article; zbMATH DE number 6535041
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| English | Importance sampling in stochastic programming: a Markov chain Monte Carlo approach |
scientific article; zbMATH DE number 6535041 |
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Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (English)
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25 January 2016
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Benders' decomposition
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cutting plane algorithms
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stochastic optimization
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stochastic programming
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importance sampling
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variance reduction
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Monte Carlo
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Markov chain Monte Carlo
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kernel density estimation
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nonparametric
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0.7635036110877991
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0.7213350534439087
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0.7193706631660461
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