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The smoothed Monte Carlo method in robustness optimization - MaRDI portal

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The smoothed Monte Carlo method in robustness optimization (Q3605197)

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scientific article
Language Label Description Also known as
English
The smoothed Monte Carlo method in robustness optimization
scientific article

    Statements

    title
    The smoothed Monte Carlo method in robustness optimization (English)
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    author
    E. M. T. Hendrix
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    Niels J. Olieman
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    publication date
    23 February 2009
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    zbMATH Keywords
    Monte Carlo
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    robustness
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    non-smooth optimization
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    stochastic programming
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    65C05
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    62G35
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    zbMATH DE Number
    5509802
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    OpenAlex ID
    W2127485070
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