Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (2015)

First Author: Parpas P
Attributed to:  SI2-CHE: ExTASY: Extensible Tools for Advanced Sampling and analYsis funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1287/ijoc.2014.0630

Publication URI: http://dx.doi.org/10.1287/ijoc.2014.0630

Type: Journal Article/Review

Parent Publication: INFORMS Journal on Computing

Issue: 2