A Monte Carlo approach for controlled search

Grigore Albeanu

Mathematics and Computers in Simulation (MATCOM), 1997, vol. 43, issue 2, 223-228

Abstract: 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.

Keywords: Monte Carlo; Controlled random search (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:43:y:1997:i:2:p:223-228

DOI: 10.1016/S0378-4754(96)00069-9

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