Index Catalog // Arch : Northwestern University Institutional Repository

Start Over

Filtering by: Keyword Latin Hypercube Keyword QMC Keyword Quasi-Monte Carlo Keyword Stochastic Programming Subject Industrial Engineering and Management Sciences

1 entry found

List Gallery Masonry Slideshow

Quasi-Monte Carlo Methods for Stochastic Programming

Description:

In this thesis we discuss the issue of solving stochastic optimization problems using sampling methods. Numerical results have shown that using variance reduction techniques from statistics can result in significant improvements over Monte Carlo sampling in terms of the number of samples needed for convergence of the optimal objective value...

Keyword:

Stochastic Programming, Quasi-Monte Carlo, Padding, Latin Hypercube, Large Deviations, and QMC

Subject:

Industrial Engineering and Management Sciences

Creator:

Shane Sebastian Drew

Owner:

Scholarly Digital Publishing

Date Uploaded:

08/27/2018

Date Modified:

08/27/2018

Date Created:

2007-12-05

Resource Type:

Dissertation

LIBRARIES | ARCH

Limit your search

Type

Resource type

Creator

Keyword

Subject

Quasi-Monte Carlo Methods for Stochastic Programming

Limit your search

Type

Resource type

Creator

Keyword

Subject

Search Constraints

Search Results

Quasi-Monte Carlo Methods for Stochastic Programming