Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
Year of publication: |
2014
|
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Authors: | Ekin, Tahir ; Polson, Nicholas G. ; Soyer, Refik |
Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 11.2014, 4, p. 250-264
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Subject: | decision analysis | dynamic decision making | math programming | optimization | Markov chain Monte Carlo | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Simulation |
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