On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
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Publication:3629505
DOI10.1137/060657418zbMath1171.90486OpenAlexW2076530146MaRDI QIDQ3629505
Publication date: 27 May 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060657418
Monte Carlo simulationLatin hypercube samplingquasi-Monte Carlo methodssample average approximationvariance reduction techniquestwo-stage stochastic programming with recourse
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