Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
Tahir Ekin; Nicholas G. Polson; Refik Soyer
| Year of publication: |
2014
|
|---|---|
| Authors: | Ekin, Tahir ; Polson, Nicholas G. ; Soyer, Refik |
| Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 11.2014, 4, p. 250-264
|
| Subject: | decision analysis | dynamic decision making | math programming | optimization | Markov chain Monte Carlo | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematische Optimierung | Mathematical programming | Simulation | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010467454