Useful Monte Carlo optimization

DOI10.1007/BF00940468zbMath0724.90061OpenAlexW6115901MaRDI QIDQ2277148

Gregor Kjellström

Publication date: 1991

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940468

zbMATH Keywords

stochastic methodsGaussian adaptationMonte Carlo optimization methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Optimization by Simulated Annealing
• Monte Carlo optimization
• Stochastic optimization in system design

This page was built for publication: Useful Monte Carlo optimization