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

• Panos Parpas

  Panos Parpas

  [email protected]

  Department of Computer Science, Imperial College London, South Kensington, United Kingdom SW7 2AZ

  Search for more papers by this author

  ,
• Berk Ustun

  Berk Ustun

  [email protected]

  Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139

  Search for more papers by this author

  ,
• Mort Webster

  Mort Webster

  [email protected]

  Engineering Systems Division, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139

  Search for more papers by this author

  ,
• Quang Kha Tran

  Quang Kha Tran

  [email protected]

  Department of Computer Science, Imperial College London, South Kensington, United Kingdom SW7 2AZ

  Search for more papers by this author