Monte Carlo bounding techniques for determining solution quality in stochastic programs.
Wai-Kei MakDavid P. MortonR. Kevin WoodPublished in: Oper. Res. Lett. (1999)
Keyphrases
- monte carlo
- solution quality
- simulated annealing
- computational effort
- computational efficiency
- test problems
- optimal solution
- feasible solution
- test instances
- markov chain
- importance sampling
- monte carlo tree search
- monte carlo methods
- upper bound
- monte carlo simulation
- markovian decision
- benchmark instances
- adaptive sampling
- particle filter
- tabu search algorithm
- distributed constraint optimization problems
- point processes
- learning algorithm
- mathematical model
- temporal difference
- linear programming
- least squares
- game tree
- lower bound
- computational complexity
- grasp with path relinking