✦ LIBER ✦

Variance reduction in sample approximations of stochastic programs

✍ Scribed by Matti Koivu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sample average approximation of expected

✍ Wei Wang; Shabbir Ahmed 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 527 KB

Approximating zero-variance importance s

✍ Pierre L’Ecuyer; Bruno Tuffin 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 690 KB

Scenario reduction in stochastic program

✍ J. Dupačová; N. Gröwe-Kuska; W. Römisch 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 484 KB

Efficient sample sizes in stochastic non

✍ E. Polak; J.O. Royset 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 175 KB

Approximating Stationary Points of Stoch

✍ Huifu Xu; Jane J. Ye 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 543 KB

Adaptive Monte Carlo Variance Reduction

✍ Reiichiro Kawai 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 588 KB