重庆工商大学学报：自然科学版2012，Vol.29Issue(6)：30-35,6.
求解一类随机规划的MonteCarlo模拟方法
Monte Carlo Simulation for Solving a Class of Stochastic Programming
贺冲1
作者信息
- 1. 重庆大学数学与统计学院,重庆401331
- 折叠
摘要
Abstract
The Genetic Algorithm based on constraint functions is presented for solving a class solution satisfying the requirement of accuracy Monte Carlo simulation by sampling both of objective and of stochastic programming. We can get the approximate optimal through generations, discuss stopping criterion for iteration of gradually increasing sample size and genetic evolutionary the sample size to reduce the blindness of Monte Carlo stochastic simulation by statistical method, and give stopping criterion for iteration of the algorithm and the expressions of optimal solution. Numerical example is employed to demonstrate the effectiveness of the presented algorithm.关键词
随机规划/Monte/Carlo模拟/统计方法/区间估计Key words
stochastic programming/Monte Carlo simulation/statistical method/interval estimation分类
物理学引用本文复制引用
贺冲..求解一类随机规划的MonteCarlo模拟方法[J].重庆工商大学学报：自然科学版,2012,29(6):30-35,6.
