The Markov chain Monte Carlo approach to importance sampling in stochastic programming

Thesis: S.M., Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2012.

Bibliographic Details
Main Author: Ustun, Berk (Tevfik Berk)
Other Authors: Mort Webster
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2014
Subjects:
Online Access:http://hdl.handle.net/1721.1/85220