407 search results - page 1 / 82 » Monte Carlo simulation approach to stochastic programming |
WSC
2001
13 years 6 months ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
SIAMJO
2002
13 years 4 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
ML
2007
ACM
13 years 4 months ago
2007
ACM
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...
IPPS
2010
IEEE
13 years 2 months ago
2010
IEEE
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
SIAMSC
2008
13 years 4 months ago
2008
Many important physiological processes operate at time and space scales far beyond those accessible to atom-realistic simulations, and yet discrete stochastic rather than continuum...