Monte Carlo Sampling Methods

Handbooks in Operations Research and Management Science

Volumn 10, Issue C, 2003, Pages 353-425

  Shapiro, Alexander ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

conditional sampling; conditioning of stochastic problems; consistency of estimators; exponential rates of convergence; Law of Large Numbers; Monte Carlo sampling; multistage stochastic programming; sample average approximation; stochastic generalized equations; Two stage stochastic programming; validation analysis; variance reduction techniques; variational inequalities

Indexed keywords

EID: 77950512601     PISSN: 09270507     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0927-0507(03)10006-0     Document Type: Review

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