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The impact of sampling methods on bias and variance in stochastic linear programs - MaRDI portal

The impact of sampling methods on bias and variance in stochastic linear programs (Q434168)

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scientific article; zbMATH DE number 6053917
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English
The impact of sampling methods on bias and variance in stochastic linear programs
scientific article; zbMATH DE number 6053917

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    The impact of sampling methods on bias and variance in stochastic linear programs (English)
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    10 July 2012
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    sample average approximation
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    antithetic variates
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    Latin hypercube sampling
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