A Monte Carlo approach for controlled search

We outline a new Monte Carlo approach for solving minimization problems. A splitting procedure, which is a controlled random search with domain reduction, is presented. Algorithms and numerical results are also included.

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Year of publication:	1997
Authors:	Albeanu, Grigore
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 43.1997, 2, p. 223-228
Publisher:	Elsevier
Subject:	Monte Carlo \| Controlled random search

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749578