Variance reduction in sample approximations of stochastic programs.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mp/Koivu05
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bibliographicCitation
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DBLP journals/mp/Koivu05
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2005
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Variance reduction in sample approximations of stochastic programs.
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3
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463-485
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dc:
subject
Stochastic optimization; Discretization; Variance reduction techniques; Randomized quasi-Monte Carlo methods; Antithetic variates
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title
Variance reduction in sample approximations of stochastic programs.
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103
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