Techniques for Monte Carlo Optimizing
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Publication:4236588
DOI10.1515/mcma.1998.4.3.181zbMath0926.65065MaRDI QIDQ4236588
Publication date: 28 March 1999
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.1998.4.3.181
65C05: Monte Carlo methods
65K10: Numerical optimization and variational techniques
93B05: Controllability
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Cites Work
- Numerical Taylor expansions of invariant manifolds in large dynamical systems
- Perturbation analysis of discrete event systems: Concepts, algorithms, and applications
- A Scaled Stochastic Approximation Algorithm
- Optimization of the Transient and Steady-State Behavior of Discrete Event Systems
- Nelder-Mead Simplex Modifications for Simulation Optimization
- A Weighted Least Squares Approach to Computer Simulation Factor Screening