Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty (Q4632996)
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scientific article; zbMATH DE number 7049710
Language | Label | Description | Also known as |
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English | Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty |
scientific article; zbMATH DE number 7049710 |
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Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty (English)
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2 May 2019
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augmented probability simulation
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decision analysis
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endogenous uncertainty
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nested sampling
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stochastic programming
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