Nested partitions method for stochastic optimization
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Publication:5926523
DOI10.1023/A:1010081212560zbMath0968.90054OpenAlexW2307229700MaRDI QIDQ5926523
Shi, Leyuan, Sigurdur Ólafsson
Publication date: 13 May 2001
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010081212560
stochastic optimizationcombinatorial optimizationMarkov chain Monte Carlonested partitionssimulation-based optimization
Stochastic programming (90C15) Combinatorial optimization (90C27) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
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