Monte carlo within simulated annealing for integral constrained optimizations.
Roberto CasarinBertrand B. MailletAnthony OsuntuyiPublished in: Ann. Oper. Res. (2024)
Keyphrases
- monte carlo
- simulated annealing
- monte carlo simulation
- monte carlo methods
- importance sampling
- markov chain
- monte carlo method
- evolutionary algorithm
- adaptive sampling
- temporal difference
- simulation study
- hill climbing
- combinatorial optimization
- monte carlo tree search
- genetic algorithm
- markovian decision
- uct algorithm
- matrix inversion
- point processes
- particle filter
- variance reduction
- game tree
- bayesian networks