The smoothed Monte Carlo method in robustness optimization

DOI10.1080/10556780802079958MaRDI QIDQ3605197zbMATH OpenOpenAlexFDO

Authors E. M. T. Hendrix, Niels J. Olieman

Publication date 23 February 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780802079958

zbMATH Keywords

Monte Carlonon-smooth optimizationrobustnessstochastic programming

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Monte Carlo methods (65C05) Stochastic programming (90C15)

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Cited in

(1)

• Efficient robust design via Monte Carlo sample reweighting

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