Stratified filtered sampling in stochastic optimization.

Rush, Robert, et al. "Stratified filtered sampling in stochastic optimization.." Journal of Applied Mathematics and Decision Sciences 4.1 (2000): 17-38. <http://eudml.org/doc/121685>.

@article{Rush2000,
author = {Rush, Robert, Mulvey, John M., Mitchell, John E., Willemain, Thomas R.},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {variance reduction; stratified sampling; stochastic optimization; performance evaluation},
language = {eng},
number = {1},
pages = {17-38},
publisher = {Hindawi Publishing Corporation, New York},
title = {Stratified filtered sampling in stochastic optimization.},
url = {http://eudml.org/doc/121685},
volume = {4},
year = {2000},
}

TY - JOUR
AU - Rush, Robert
AU - Mulvey, John M.
AU - Mitchell, John E.
AU - Willemain, Thomas R.
TI - Stratified filtered sampling in stochastic optimization.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2000
PB - Hindawi Publishing Corporation, New York
VL - 4
IS - 1
SP - 17
EP - 38
LA - eng
KW - variance reduction; stratified sampling; stochastic optimization; performance evaluation
UR - http://eudml.org/doc/121685
ER -