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Homem-de-Mello et al., 2014 - Google Patents

Monte Carlo sampling-based methods for stochastic optimization

Homem-de-Mello et al., 2014

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Document ID
96066516253908154
Author
Homem-de-Mello T
Bayraksan G
Publication year
Publication venue
Surveys in Operations Research and Management Science

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Snippet

This paper surveys the use of Monte Carlo sampling-based methods for stochastic optimization problems. Such methods are required when—as it often happens in practice— the model involves quantities such as expectations and probabilities that cannot be …
Continue reading at optimization-online.org (PDF) (other versions)

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