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Monte-Carlo Simulations for Stochastic Optimization

  • Reference work entry
Encyclopedia of Optimization

Article Outline

Keywords

Solution Procedures

Establishing Solution Quality

Variance Reduction Techniques

Theoretical Justification for Sampling

See also

References

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Author information

Authors and Affiliations

  1. Oper. Res. and Industrial Engineering, University Texas at Austin, Austin, USA

    David P. Morton & Elmira Popova

Authors
  1. David P. Morton
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  2. Elmira Popova
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Morton, D.P., Popova, E. (2008). Monte-Carlo Simulations for Stochastic Optimization . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_404

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