Optimization of stochastic systems

1 January 1986

proceedings article
Published by Association for Computing Machinery (ACM)

p. 52-59
https://doi.org/10.1145/318242.318260

Abstract

This paper gives a short survey of Monte Carlo algorithms for stochastic optimization. Both discrete and continuous parameter stochastic optimization are discussed, with emphasis on the analysis of convergence rate. Some future research directions for the area are also indicated.

Keywords

OPTIMIZATION
SURVEY
STOCHASTIC SYSTEMS
CONVERGENCE
MONTE
EMPHASIS
DISCRETE
CARLO
SYSTEMS THIS PAPER

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