Monte Carlo methods for discrete stochastic optimization

MaRDI QIDQ2752031zbMATH OpenFDO

Authors Tito Homem-De-Mello

Publication date 14 May 2002

zbMATH Keywords

discrete stochastic optimization problemslarge deviationssample path methodssimulated annealingvariable-sample techniques

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(16)

• Monte Carlo optimization
• Optimal Monte Carlo methods for \(L^2\)-approximation
• Optimization with hidden constraints and embedded Monte Carlo computations
• Solving the vehicle routing problem with stochastic demands using the cross-entropy method
• Stochastic iterative dynamic programming: a Monte Carlo approach to dual control
• Nonlinear stochastic optimization by the Monte-Carlo method
• Statistical inference of stochastic optimization problems
• scientific article; zbMATH DE number 3911605 (Why is no real title available?)
• Stochastic Discrete Optimization
• Techniques for Monte Carlo Optimizing
• Variable-sample methods for stochastic optimization
• Discrete stochastic optimization using variants of the stochastic ruler method
• A Method for Discrete Stochastic Optimization
• scientific article; zbMATH DE number 962116 (Why is no real title available?)
• Mean-square optimization for global Monte Carlo algorithms
• Analysis of a sequential Monte Carlo method for optimization in dynamical systems

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