Techniques for Monte Carlo Optimizing

DOI10.1515/mcma.1998.4.3.181zbMath0926.65065OpenAlexW2001357394MaRDI QIDQ4236588

Hossein Arsham

Publication date: 28 March 1999

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1998.4.3.181

zbMATH Keywords

controllabilityMonte Carlo optimizationdiscrete event systemspost-solution analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Controllability (93B05)

Related Items (1)

Take-or-pay contract valuation under price and private uncertainty

Cites Work

• Numerical Taylor expansions of invariant manifolds in large dynamical systems
• Perturbation analysis of discrete event systems: Concepts, algorithms, and applications
• A Scaled Stochastic Approximation Algorithm
• Optimization of the Transient and Steady-State Behavior of Discrete Event Systems
• Nelder-Mead Simplex Modifications for Simulation Optimization
• A Weighted Least Squares Approach to Computer Simulation Factor Screening

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