Quasi-Monte Carlo strategies for stochastic optimization

Proceedings - Winter Simulation Conference

Volumn , Issue , 2006, Pages 774-782

  Drew, Shane S ^a   Homem de Mello, Tito ^a  

^a Northwestern University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; LEARNING ALGORITHMS; MONTE CARLO METHODS; OPTIMIZATION; STOCHASTIC PROGRAMMING;

(2+1) DIMENSIONS; CONVERGENCE (MATHEMATICS); HIGH DIMENSIONS; MONTE CARLO SAMPLING (MCS); NUMERICA L RESULTS; OPTIMAL SOLUTIONS; POINT SETS; QUASI-MONTE CARLO; SAMPLING ALGORITHMS; SAMPLING METHODS; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; STRATIFIED SAMPLING; VARIANCE REDUCTION TECHNIQUES;

SAMPLING;

EID: 46149113962     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2006.323158     Document Type: Conference Paper

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