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Volumn 11, Issue 4, 2000, Pages 455-468

Nonlinear Stochastic Optimization by the Monte-Carlo Method

Author keywords

Monte Carlo method; Statistical decisions; Stochastic optimization

Indexed keywords


EID: 0007992341     PISSN: 08684952     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (9)

References (27)
  • 4
    • 0033243150 scopus 로고    scopus 로고
    • Optimal bounds in non-Gaussian limit theorems for U-statistics
    • Bentkus, V., F. Gotze (1999). Optimal bounds in non-Gaussian limit theorems for U-statistics. Annals of Probability, 27(1), 454-521.
    • (1999) Annals of Probability , vol.27 , Issue.1 , pp. 454-521
    • Bentkus, V.1    Gotze, F.2
  • 6
    • 0002127925 scopus 로고
    • Robustness to non-normality of regression tests
    • Box, G., G. Watson (1962). Robustness to non-normality of regression tests. Biometrika, 49, 93-106.
    • (1962) Biometrika , vol.49 , pp. 93-106
    • Box, G.1    Watson, G.2
  • 12
    • 0007946496 scopus 로고
    • Monte-Carlo approximations in Bayessian decision theory
    • Jun Shao (1989). Monte-Carlo approximations in Bayessian decision theory. JASA, 84(407), 727-732.
    • (1989) JASA , vol.84 , Issue.407 , pp. 727-732
    • Shao, J.1
  • 15
    • 0001079593 scopus 로고
    • A stochastic estimation of the maximum of a regression function
    • Kiefer, J., J. Wolfowitz (1952). A stochastic estimation of the maximum of a regression function. Annals of Mathematical Statistics, 23(3), 462-466.
    • (1952) Annals of Mathematical Statistics , vol.23 , Issue.3 , pp. 462-466
    • Kiefer, J.1    Wolfowitz, J.2
  • 18
    • 0002015332 scopus 로고
    • Step size rules, stopping times and their implementation in stochastic optimization algorithms
    • Ju. Ermolyev and R. Wets (Eds.), Springer-Verlag, Berlin
    • Pflug, G.Ch. (1988). Step size rules, stopping times and their implementation in stochastic optimization algorithms. In Ju. Ermolyev and R. Wets (Eds.), Numerical Techniques for Stochastic Optimization. Springer-Verlag, Berlin, pp. 353-372.
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 353-372
    • Pflug, G.Ch.1
  • 21
    • 0020708088 scopus 로고
    • Smoothed functional in stochastic optimization
    • Rubinstein, R. (1983). Smoothed functional in stochastic optimization. Mathematical Operations Research, 8, 26-33.
    • (1983) Mathematical Operations Research , vol.8 , pp. 26-33
    • Rubinstein, R.1
  • 22
    • 0007993976 scopus 로고
    • System for statistical simulation and optimization of linear hybrid circuits
    • August 27-31, 1991, Limerick, Ireland, Teubner, Stuttgart
    • Sakalauskas, L. (1992). System for statistical simulation and optimization of linear hybrid circuits. Proc. of the 6th European Conference on Mathematics in Industry (ECMI'91), August 27-31, 1991, Limerick, Ireland, Teubner, Stuttgart, 259-262.
    • (1992) Proc. of the 6th European Conference on Mathematics in Industry (ECMI'91) , pp. 259-262
    • Sakalauskas, L.1
  • 25
    • 0001239612 scopus 로고
    • Asymptotic properties of statistical estimators in stochastic programming
    • Shapiro, A. (1989). Asymptotic properties of statistical estimators in stochastic programming. The Annals of Statistics, 2(17), 841-858.
    • (1989) The Annals of Statistics , vol.2 , Issue.17 , pp. 841-858
    • Shapiro, A.1
  • 27
    • 0346533324 scopus 로고
    • Qualitative methods for analysis of complex systems
    • in Russian
    • Yudin, D.B. (1965). Qualitative methods for analysis of complex systems. Izv. AN SSSR, ser. Technicheskaya Kibernetika, 1, 3-13 (in Russian).
    • (1965) Izv. AN SSSR, Ser. Technicheskaya Kibernetika , vol.1 , pp. 3-13
    • Yudin, D.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.