Auflistung Stochastic Programming E-print Series (SPEPS) nach Titel
Anzeige der Publikationen 239-240 von 240
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2004-10-02BuchVariance reduction in sample approximations of stochastic programs This paper studies the use of randomized Quasi-Monte Carlo methods (RQMC) in sample approximations of stochastic programs. In high dimensional numerical integration, RQMC methods often substantially reduce the variance of ...
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2000-01-24BuchVolumetric center method for stochastic convex programs using sampling We develop an algorithm for solving the stochastic convex program (SCP) by combining Vaidya's volumetric center interior point method (VCM) for solving non-smooth convex programming problems with the Monte-Carlo sampling ...