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Monte Carlo optimization |
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| Authors: | B. H. Dickman M. J. Gilman |
| Affiliation: | (1) Department of Business Computer Information Systems, Hofstra University, Hempstead, New York;(2) Custom Software, Huntington Station, New York |
| Abstract: | Monte Carlo optimization techniques for solving mathematical programming problems have been the focus of some debate. This note reviews the debate and puts these stochastic methods in their proper perspective. |
| Keywords: | Mathematical programming Monte Carlo optimization stochastic methods |
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