The smoothed Monte Carlo method in robustness optimization

DOI10.1080/10556780802079958zbMath1154.90555OpenAlexW2127485070MaRDI QIDQ3605197

Niels J. Olieman, Eligius M. T. Hendrix

Publication date: 23 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

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

zbMATH Keywords

stochastic programmingrobustnessMonte Carlonon-smooth optimization

Mathematics Subject Classification ID

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

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