565 search results - page 36 / 113 » A Guided Monte Carlo Approach to Optimization Problems |
WSC
1997
14 years 11 months ago
1997
We investigate the problem of deriving precision estimates for bootstrap quantities. The one major stipulation is that no further bootstrapping will be allowed. In 1992, Efron der...
FPL
2010
Springer
14 years 8 months ago
2010
Springer
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
ANOR
2007
14 years 10 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
CCE
2006
14 years 10 months ago
2006
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
ANOR
2005
14 years 9 months ago
2005
An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem. The algori...