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Implementable algorithm for stochastic optimization using sample average approximations - MaRDI portal

Implementable algorithm for stochastic optimization using sample average approximations (Q852151)

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scientific article; zbMATH DE number 5076423
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English
Implementable algorithm for stochastic optimization using sample average approximations
scientific article; zbMATH DE number 5076423

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    Implementable algorithm for stochastic optimization using sample average approximations (English)
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    27 November 2006
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    stochastic optimization
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    sample average approximations
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    Monte Carlo simulations
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    reliability-based optimal designs
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