Modeling uncertainty. An examination of stochastic theory, methods, and applications
From MaRDI portal
Publication:5954952
zbMath0979.00016MaRDI QIDQ5954952
No author found.
Publication date: 6 February 2002
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to biology (92-06)
Related Items (24)
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures ⋮ Faster rollout search for the vehicle routing problem with stochastic demands and restocking ⋮ Vehicle routing with probabilistic capacity constraints ⋮ A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise ⋮ Coupling from the past with randomized quasi-Monte Carlo ⋮ Computational investigations of scrambled Faure sequences ⋮ First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise ⋮ Some current issues in quasi-Monte Carlo methods ⋮ Limiting behaviour of constrained sums of two variables and the principle of a single big jump ⋮ The probabilistic uncapacitated open vehicle routing location problem ⋮ Technical Note—Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands ⋮ Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming ⋮ Exact sampling with highly uniform point sets ⋮ Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM ⋮ Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation ⋮ A discounted approach in communicating average Markov decision chains under risk-aversion ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections ⋮ On fixed gain recursive estimators with discontinuity in the parameters ⋮ Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data ⋮ On the strong universal consistency of local averaging regression estimates ⋮ Pseudo-random properties of a linear congruential generator investigated by b-adic diaphony ⋮ Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance ⋮ Stochastic ordering of medians in samples from normal distributions
Uses Software
This page was built for publication: Modeling uncertainty. An examination of stochastic theory, methods, and applications