Multi-stage Monte Carlo and non-linear test problems

DOI10.1080/00207729408928950MaRDI QIDQ4282819zbMATH OpenOpenAlexFDO

Authors William Conley

Publication date 10 April 1994

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729408928950

zbMATH Keywords

multi-stage Monte Carlo approach

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to systems and control theory (93-04) Optimal stochastic control (93E20)

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Cites work

• An accelerated multiplier method for nonlinear programming
• scientific article; zbMATH DE number 3898613 (Why is no real title available?)
• scientific article; zbMATH DE number 3614516 (Why is no real title available?)
• scientific article; zbMATH DE number 3382096 (Why is no real title available?)
• Non-iterative 2D rational approximation
• On the method of multipliers for mathematical programming problems

Cited in

(5)

• Multi-stage Monte Carlo optimization applied to a large travelling salesman problem
• scientific article; zbMATH DE number 3978251 (Why is no real title available?)
• scientific article; zbMATH DE number 4095238 (Why is no real title available?)
• Multi stage Monte Carlo optimization applied to a six hundred point travelling salesman problem
• Investigating the brachistochrone with a multistage Monte Carlo method

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