Nonlinear Stochastic Optimization by the Monte-Carlo Method.

Leonidas Sakalauskas

Published in: Informatica (2000)

Keyphrases

stochastic optimization
monte carlo method
markov chain
monte carlo
multistage
genetic algorithm
bayesian learning
posterior distribution
maximum likelihood estimation
neural network
pairwise
prior knowledge
state space
least squares
learning machines
generalized gaussian