Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs

DOI10.1016/0378-4754(93)90065-3zbMath0800.49057OpenAlexW2091299113MaRDI QIDQ1334615

Hüseyin Sarper

Publication date: 25 September 1994

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(93)90065-3

zbMATH Keywords

Monte Carlo simulationoptimum value distributionstochastic mathematical programs

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99) Systems theory; control (93-XX)

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Uses Software

• Mathematica
• LINDO

Cites Work

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