Pages that link to "Item:Q5954952"
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The following pages link to Modeling uncertainty. An examination of stochastic theory, methods, and applications (Q5954952):
Displaying 30 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
- Computational investigations of scrambled Faure sequences (Q622175) (← links)
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
- Limiting behaviour of constrained sums of two variables and the principle of a single big jump (Q900941) (← links)
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM (Q957148) (← links)
- Some current issues in quasi-Monte Carlo methods (Q1402004) (← links)
- Faster rollout search for the vehicle routing problem with stochastic demands and restocking (Q1651700) (← links)
- Vehicle routing with probabilistic capacity constraints (Q1651706) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks (Q2044456) (← links)
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
- An algorithm to compute the \(t\)-value of a digital net and of its projections (Q2297127) (← links)
- On the strong universal consistency of local averaging regression estimates (Q2330533) (← links)
- Exact sampling with highly uniform point sets (Q2473094) (← links)
- Modelling Under Risk and Uncertainty (Q3103875) (← links)
- (Q3509192) (← links)
- Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming (Q3564534) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- (Q4983392) (← links)
- Pseudo-random properties of a linear congruential generator investigated by b-adic diaphony (Q5002450) (← links)
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (Q5076944) (← links)
- Proceedings of the 5th International Symposium on Uncertainty Quantification and Stochastic Modelling (Q5121068) (← links)
- Technical Note—Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands (Q5130499) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Stochastic ordering of medians in samples from normal distributions (Q5866082) (← links)
- The probabilistic uncapacitated open vehicle routing location problem (Q6179724) (← links)
- Non-parametric regression for networks (Q6541786) (← links)
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods (Q6639398) (← links)
