Multi-stage Monte Carlo and non-linear test problems

DOI10.1080/00207729408928950zbMath0791.93103OpenAlexW2139826612MaRDI QIDQ4282819

William Conley

Publication date: 10 April 1994

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408928950

zbMATH Keywords

multi-stage Monte Carlo approach

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Cites Work

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• An accelerated multiplier method for nonlinear programming
• On the method of multipliers for mathematical programming problems
• Non-iterative 2D rational approximation

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