Modeling uncertainty. An examination of stochastic theory, methods, and applications
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Publication:5954952
zbMATH Open0979.00016MaRDI QIDQ5954952FDOQ5954952
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Publication date: 6 February 2002
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
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Cited In (30)
- Modelling Under Risk and Uncertainty
- Vehicle routing with probabilistic capacity constraints
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
- Pseudo-random properties of a linear congruential generator investigated by \(b\)-adic diaphony
- On the strong universal consistency of local averaging regression estimates
- A discounted approach in communicating average Markov decision chains under risk-aversion
- On fixed gain recursive estimators with discontinuity in the parameters
- Some current issues in quasi-Monte Carlo methods
- Faster rollout search for the vehicle routing problem with stochastic demands and restocking
- Technical note: Worst-case benefit of restocking for the vehicle routing problem with stochastic demands
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
- Robust optimizers for nonlinear programming in approximate dynamic programming
- Stochastic ordering of medians in samples from normal distributions
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Computational investigations of scrambled Faure sequences
- Coupling from the past with randomized quasi-Monte Carlo
- Exact sampling with highly uniform point sets
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- Proceedings of the 5th International Symposium on Uncertainty Quantification and Stochastic Modelling
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by \(\alpha\)-stable white noise
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
- Limiting behaviour of constrained sums of two variables and the principle of a single big jump
- An algorithm to compute the \(t\)-value of a digital net and of its projections
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise
- The probabilistic uncapacitated open vehicle routing location problem
- Non-parametric regression for networks
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
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