The smoothed Monte Carlo method in robustness optimization

Optimization Methods and Software

Volumn 23, Issue 5, 2008, Pages 717-729

  Hendrix, Eligius M T ^a   Olieman, Niels J ^a  

^a WAGENINGEN UNIVERSITY   (Netherlands)

Author keywords

Monte Carlo; Non smooth optimization; Robustness; Stochastic programming

Indexed keywords

ESTIMATION; MANAGEMENT SCIENCE; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR PROGRAMMING; STANDARDS;

DERIVATIVE INFORMATION; DESIGN POINTS; DIRECT-USE; MONTE CARLO; MONTE CARLO SIMULATION; NON-LINEAR OPTIMIZATION ALGORITHMS; NON-LINEAR OPTIMIZATIONS; NON-SMOOTH OPTIMIZATION; PRAGUE , CZECH REPUBLIC; ROBUSTNESS; ROBUSTNESS OPTIMIZATION; SMOOTHED MONTE CARLO; STOCHASTIC PROGRAMMING;

OPTIMIZATION;

EID: 52149119422     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780802079958     Document Type: Conference Paper

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