scientific article; zbMATH DE number 1336601

DOI10.1002/(SICI)1099-0747(199809)14:3%3C199::AID-ASM348%3E3.0.CO;2-3MaRDI QIDQ4258738zbMATH OpenFDO

Authors

Publication date 14 September 1999

Full work available at URL https://doi.org/10.1002/(SICI)1099-0747(199809)14:3%3C199::AID-ASM348%3E3.0.CO;2-3

zbMATH Keywords

algorithmBernoulli parametersdiscrete stochastic search methodMonte Carlo simulationnumerical examplestochastic optimizationtime-inhomogeneous Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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