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Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty - MaRDI portal

Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty (Q4632996)

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scientific article; zbMATH DE number 7049710
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English
Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty
scientific article; zbMATH DE number 7049710

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    Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty (English)
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    2 May 2019
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    augmented probability simulation
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    decision analysis
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    endogenous uncertainty
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    nested sampling
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    stochastic programming
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