An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (Q294251)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes |
scientific article; zbMATH DE number 6591377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes |
scientific article; zbMATH DE number 6591377 |
Statements
An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes (English)
0 references
10 June 2016
0 references
uniform random variate generation over simplexes
0 references
convex optimization
0 references
simulation-based portfolio optimization
0 references
stochastic multi-criteria decision analysis
0 references
distributions with imprecise probabilities
0 references
mixture experiment design
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
