Stratified filtered sampling in stochastic optimization.
Rush, Robert, Mulvey, John M., Mitchell, John E., Willemain, Thomas R. (2000)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Rush, Robert, Mulvey, John M., Mitchell, John E., Willemain, Thomas R. (2000)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Guerra, Maria Letizia, Sorini, Laerte (2007)
APPS. Applied Sciences
Similarity:
B.F. Arnold (1986)
Metrika
Similarity:
B.F. Arnold (1985)
Metrika
Similarity:
Béreš, Michal
Similarity:
In this contribution, we present a solution to the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with uncertain material coefficients in the separable form. The SG system of equations is kept in the compressed tensor form and its solution is a very challenging task. Here, we present the reduced basis (RB) method as a solver which looks for a low-rank representation of the solution. The construction of the RB consists of iterative expanding of the basis...
W. Sobieszek (1972)
Applicationes Mathematicae
Similarity:
Grundland, Mark, Patera, Jirí, Masáková, Zuzana, Dodgson, Neil A. (2009)
SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only]
Similarity:
Wojciech Niemiro, Jacek Wesołowski (2001)
Applicationes Mathematicae
Similarity:
Two-stage sampling schemes arise in survey sampling, especially in situations when the complete update of the frame is difficult. In this paper we solve the problem of fixed precision optimal allocation in two special two-stage sampling schemes. The solution is based on reducing the original question to an eigenvalue problem and then using the Perron-Frobenius theorem.
Jitka Dupačová (1995)
Kybernetika
Similarity:
Regina Hildenbrandt (2003)
Discussiones Mathematicae Probability and Statistics
Similarity:
Several peculiarities of stochastic dynamic programming problems where random vectors are observed before the decision ismade at each stage are discussed in the first part of this paper. Surrogate problems are given for such problems with distance properties (for instance, transportation problems) in the second part.
E. von Collani (1986)
Metrika
Similarity: