The following pages link to (Q3311717):
Displayed 50 items.
- Pure adaptive search in Monte Carlo optimization (Q1119467) (← links)
- Sensitivity analysis and the ``what if'' problem in simulation analysis (Q1124234) (← links)
- Importance sampling algorithms for the propagation of probabilities in belief networks (Q1125700) (← links)
- Stochastic analysis of a continuous review perishable inventory system with positive lead time and Poisson demand (Q1127181) (← links)
- Tail uncertainty analysis in complex systems (Q1127345) (← links)
- Depedent-chance programming: A class of stochastic optimization (Q1130415) (← links)
- Generating random vectors uniformly distributed inside and on the surface of different regions (Q1167510) (← links)
- An efficient mixture method (Q1172365) (← links)
- Systematic choice of initial points in local search: Extensions and application to neural networks (Q1182102) (← links)
- Random sequences in generalized Cantor sets (Q1186475) (← links)
- Statistical inference for multiple choice tests (Q1205741) (← links)
- Smoothing complements and randomized score functions (Q1207836) (← links)
- Nondifferentiable optimization via smooth approximation: General analytical approach (Q1207839) (← links)
- Reject the rejection technique (Q1260949) (← links)
- Stochastic analysis of a dependent parallel system (Q1261340) (← links)
- Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations (Q1263215) (← links)
- Applications to risk theory of a Monte Carlo multiple integration method. (Q1276460) (← links)
- Modelling stochastic decision systems using dependent-chance programming (Q1278950) (← links)
- Estimation of posterior density functions from a posterior sample. (Q1285505) (← links)
- Chance constrained programming with fuzzy parameters (Q1290572) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- On the role of continuously differentiable exact penalty functions in constrained global optimization (Q1330806) (← links)
- Bayesian and likelihood inference from equally weighted mixtures (Q1336520) (← links)
- Simulated annealing for constrained global optimization (Q1337127) (← links)
- Global optimization by random perturbation of the gradient method with a fixed parameter (Q1337130) (← links)
- A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning (Q1339139) (← links)
- Modeling temporal processes via belief networks and Petri nets, with application to expert systems (Q1356191) (← links)
- Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
- Empirical validation of a Markovian learning model for knowledge structures (Q1368397) (← links)
- Reliability analysis of hydraulic structures considering unit hydrograph uncertainty (Q1370381) (← links)
- Structural reliability analysis of elastic-plastic structures using neural networks and Monte Carlo simulation (Q1371837) (← links)
- Dependent-chance goal programming and its genetic algorithm based approach (Q1381760) (← links)
- Bayesian-validated computer-simulation surrogates for optimization and design: Error estimates and applications (Q1404656) (← links)
- Importance sampling in Bayesian networks using probability trees. (Q1583491) (← links)
- Error reduction techniques in quasi-Monte Carlo integration. (Q1597025) (← links)
- Optimization with simulation and multiobjective analysis in industrial decision-making: A case study (Q1598769) (← links)
- Adaptive random search in quasi-Monte Carlo methods for global optimization (Q1609137) (← links)
- Importance sampling-based estimation over AND/OR search spaces for graphical models (Q1761277) (← links)
- Dynamic importance sampling in Bayesian networks based on probability trees (Q1763163) (← links)
- Using Monte Carlo method for ranking efficient DMUs (Q1763284) (← links)
- Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
- A Monte Carlo algorithm for probabilistic propagation in belief networks based on importance sampling and stratified simulation techniques (Q1817998) (← links)
- Solution of nonlinear programming with unknown distribution function (Q1837111) (← links)
- Efficiency of the random search method (Q1837628) (← links)
- A stochastic optimization method for the evaluation of minima up to \(\varepsilon\) (Q1865021) (← links)
- Stochastic finite element analysis of shells (Q1867615) (← links)
- An event bias technique for Monte Carlo device simulation. (Q1873037) (← links)
- Monte Carlo algorithms for stationary device simulations. (Q1873060) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)