On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (Q3629505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling |
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On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (English)
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27 May 2009
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two-stage stochastic programming with recourse
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sample average approximation
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Monte Carlo simulation
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quasi-Monte Carlo methods
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Latin hypercube sampling
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variance reduction techniques
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