Open AccessDecomposition and (importance) sampling techniques for multi-stage stochastic linear programs
Author(s) -
Gerd Infanger
Publication year - 1993
Publication title -
osti oai (u.s. department of energy office of scientific and technical information)
Language(s) - English
Resource type - Reports
DOI - 10.2172/10128562
Subject(s) - mathematical optimization , sampling (signal processing) , importance sampling , probabilistic logic , monte carlo method , decomposition , computer science , scale (ratio) , dual (grammatical number) , mathematics , upper and lower bounds , stochastic programming , statistics , filter (signal processing) , computer vision , art , ecology , mathematical analysis , physics , literature , quantum mechanics , biology
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