Use of Monte-Carlo sampling within trust-region methods, for the solving of nonlinear stochastic programming problems

Research output

Research output per year 2005 2005 2006 2010 2010

• 2 Article
• 1 Other report
• 1 Chapter

Research output per year

Research output per year

Search results

• Article

  Application of an adaptive Monte Carlo algorithm to mixed logit estimation

  Bastin, F., Cirillo, C. & Toint, P., 1 Aug 2006, In: Transportation Research Part B : Methodological. 40, 7, p. 577-593 17 p.

  Research output: Contribution to journal › Article › peer-review

  File

  • Monte Carlo Algorithm 100%
  • Likelihood Function 100%
  • Quadratic Model 50%
  • Simulated Data 50%
  • Monte Carlo 50%
  100 Downloads (Pure)

• Estimating nonparametric random utility models with an application to the value of time in heterogeneous populations

  Bastin, F., Cirillo, C. & Toint, P., 1 Nov 2010, In: Transportation Science. 44, 4, p. 537-549 13 p.

  Research output: Contribution to journal › Article › peer-review

  File

  • Parameters 100%
  • Parametric 100%
  • Logit Model 100%
  • Heterogeneous Population 100%
  • Models 100%
  64 Downloads (Pure)