Monte Carlo sampling approach to stochastic programming (Q4452116)
From MaRDI portal
scientific article; zbMATH DE number 2040967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo sampling approach to stochastic programming |
scientific article; zbMATH DE number 2040967 |
Statements
Monte Carlo sampling approach to stochastic programming (English)
0 references
11 February 2004
0 references
stochastic programming
0 references
two and multi-stage stochastic programs
0 references
sample average approximation
0 references
Monte Carlo sampling
0 references
consistency
0 references
asymptotic normality
0 references
large deviations theory
0 references
validation analysis
0 references
