Pages that link to "Item:Q288402"
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The following pages link to Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402):
Displaying 5 items.
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
