scholarly journals Variance reduction for sequential sampling in stochastic programming

2021 ◽  
Author(s):  
Jangho Park ◽  
Rebecca Stockbridge ◽  
Güzin Bayraksan
Keyword(s):  
Stochastic Programming ◽  
Variance Reduction ◽  
Sequential Sampling

A Sequential Sampling Procedure for Stochastic Programming

2011 ◽  
Vol 59 (4) ◽  
pp. 898-913 ◽  
Author(s):  
Güzin Bayraksan ◽  
David P. Morton
Keyword(s):  
Stochastic Programming ◽  
Sequential Sampling ◽  
Sampling Procedure

Evaluation of bag sequential sampling technique for ambient air analysis. Comments

1979 ◽  
Vol 13 (5) ◽  
pp. 609-610
Author(s):  
Allen Hoffman ◽  
Roger Sperling ◽  
John Polasek ◽  
Jerry Bullin
Keyword(s):  
Sequential Sampling ◽  
Sampling Technique ◽  
Ambient Air ◽  
Air Analysis

Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints

Informatica ◽  
2015 ◽  
Vol 26 (4) ◽  
pp. 569-591 ◽  
Author(s):  
Valerijonas Dumskis ◽  
Leonidas Sakalauskas
Keyword(s):  
Stochastic Programming

Variance Reduction for Monte Carlo Methods

2018 ◽  
Vol 482 (6) ◽  
pp. 627-630
Author(s):  
D. Belomestny ◽  
◽  
L. Iosipoi ◽  
N. Zhivotovskiy ◽  
◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Variance Reduction
Sign in / Sign up

Export Citation Format

Share Document