The impact of sampling methods on bias and variance in stochastic linear programs
| Year of publication: |
2012
|
|---|---|
| Authors: | Freimer, Michael ; Linderoth, Jeffrey ; Thomas, Douglas |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 51.2012, 1, p. 51-75
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| Publisher: |
Springer |
| Subject: | Stochastic programming | Sample average approximation | Antithetic variates | Latin Hypercube sampling |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010896560