Nonlinear stochastic optimization by the Monte-Carlo method
From MaRDI portal
Recommendations
Cited in
(22)- Nonlinear stochastic programming by Monte-Carlo estimators
- Pareto optimal solutions for stochastic dynamic programming problems via Monte Carlo simulation
- Optimization with hidden constraints and embedded Monte Carlo computations
- Statistical inference of stochastic optimization problems
- Monte Carlo methods for discrete stochastic optimization
- On nonasymptotic optimal stopping criteria in Monte Carlo simulations
- scientific article; zbMATH DE number 3876490 (Why is no real title available?)
- Application of the Monte-Carlo method to stochastic linear programming
- Lens design using iterative random selection of constructional parameters
- Determining the optimal sample size in the Monte Carlo experiments
- Towards implementable nonlinear stochastic programming
- scientific article; zbMATH DE number 3911605 (Why is no real title available?)
- Bayesian nonparametrie inference and monte carlo optimization
- A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems
- Multi-stage Monte Carlo and non-linear test problems
- Monte Carlo analysis of inverse problems
- Variable-sample methods for stochastic optimization
- scientific article; zbMATH DE number 2098372 (Why is no real title available?)
- scientific article; zbMATH DE number 2114218 (Why is no real title available?)
- NMPC for complex stochastic systems using a Markov chain Monte Carlo approach
- Monte Carlo solution of combinatorial optimization problems
- A method of accelerated statistical simulation and its application in the problems with inherent error
This page was built for publication: Nonlinear stochastic optimization by the Monte-Carlo method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2718459)