Monte Carlo within simulated annealing for integral constrained optimizations
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Cites work
- A lower bound for the controlling parameters of the exact penalty functions
- A penalized likelihood approach to parameter estimation with integral reliability constraints
- A simulated annealing approach to police district design
- A simulated annealing genetic algorithm for the electrical power districting problem
- An optimization model for minimizing systemic risk
- Ergodicity in Parametric Nonstationary Markov Chains: An Application to Simulated Annealing Methods
- Estimating density functions: a constrained maximum likelihood approach*
- Estimating value-at-risk and expected shortfall using the intraday low and range data
- Estimation of P[ \(Y < X ]\) for generalized exponential distribution
- Evaluating risks using simulated annealing and building information modeling
- Exponentiated exponential family: An alternative to gamma and Weibull distributions
- Generalized Simulated Annealing for Function Optimization
- Heuristic algorithms for the cardinality constrained efficient frontier
- Heuristic optimisation in financial modelling
- scientific article; zbMATH DE number 48320 (Why is no real title available?)
- scientific article; zbMATH DE number 3519671 (Why is no real title available?)
- Integrating big data analytic and hybrid firefly-chaotic simulated annealing approach for facility layout problem
- Job Shop Scheduling by Simulated Annealing
- Lectures on stochastic programming. Modeling and theory.
- Local search algorithms for political districting
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
- Non-negative matrices and Markov chains.
- On a queueing inventory problem with necessary and optional inventories
- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- On the computation of the efficient frontier of the portfolio selection problem
- On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
- Optimization by simulated annealing
- Optimizing version release dates of research and development long-term processes
- Scheduling projects to maximize net present value -- the case of time-dependent, contingent cash flows
- Simulated annealing and tabu search for multi-mode project payment scheduling
- Simulated annealing for complex portfolio selection problems.
- Simulated annealing with asymptotic convergence for nonlinear constrained optimization
- Statistical Inference via Convex Optimization
- Stochastic optimization for allocation problems with shortfall risk constraints
- The exponentiated exponential distribution: a survey
- The multivariate skew-normal distribution
- The pseudo-marginal approach for efficient Monte Carlo computations
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