Journal of Hebei University(Natural Science Edition) >

2008 , Vol. 28 >Issue 6: 568 - 571

DOI: https://doi.org/10.3969/j.issn.1000-1565.2008.06.003

Monte Carlo Based Retrospective Optimization Method to Solve One Class of Stochastic Programming

  • MA Xin-shun ,
  • SHI Tong-ju
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Online published: 2008-11-25

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MA Xin-shun , SHI Tong-ju . Monte Carlo Based Retrospective Optimization Method to Solve One Class of Stochastic Programming[J]. Journal of Hebei University(Natural Science Edition), 2008 , 28(6) : 568 -571 . DOI: 10.3969/j.issn.1000-1565.2008.06.003

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[4] CHEN H, SCHREIBERR B W. Retrospective approximation algorithms for stochastic root finding [A]. Lake Buena Vista, USA 1994.
[5] HUIFEN CHEN, BRUCE W. SCHMEISER. Stochastic root finding via retrospective approximation [J]. IIE Transactions 2001, 3(3).
[6] JIN J, SCHMEISER B. Simulation-based retrospective optimization of stochastic systems:a family of algorithms [A]. New Orleans, USA 2003.
[7] NELDER J A, MEAD R. A simplex method for function minimization [J]. Computer Journal 1965, 17.
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