A Hybrid Algorithm for Solving Stochastic Expected Value Models
Wenjing Wu · Computer Development & Applications · 2012
Affected by one or more random variables,it's more difficult to solve the stochastic expected value models.This paper presents a more effective algorithm to solve practical problems.The algorithm use Monte Carlo to compute the expected value,use RBF to approach functions,use DE to find the best value.And stochastic problems are solved together with these three.Finally, the effectiveness can be proved by the simulations.