Diwekar, U.M. and J.R. Kalagnanam, (1997) "Efficient Sampling Technique for Optimization under Uncertainty," AIChE Journal, Vol. 43, No. 2, pp. 440- 7 ...
In Monte Carlo simulation, Latin hypercube sampling (LHS) (McKay et al (1979)) is a well-known variance reduction technique for vectors of independent random variables. The method presented here, ...