Use of Monte Carlo method in planning expensive experiments
- 14 Downloads
Thus, the numerical method proposed here for constructing the experiment plan is intended for the construction of a mathematical model of a technological process with the aim of “adjusting” it in optimal conditions. The distinctive feature of the method is the use of the information value parameter as the quality index of the experiment plan. The advantage of the method is the possibility of determining the optimal parameters of the technological process with a small number of experiments, which is especially important when the experiments are expensive.
KeywordsMathematical Model Optimal Condition Monte Carlo Method Optimal Parameter Technological Process
Unable to display preview. Download preview PDF.
- 1.Ya. V. Shevelev, “Value of information in nuclear power,” At. Énerg.,57, No. 3, 147–153 (1984).Google Scholar
- 2.S. M. Ermakov and A. A. Zhiglyavskii, Mathematical Theory of Optimal Experiment [in Russian], Glavn. Redaktsiya Fiz.-Mat. Lit., Moscow (1987).Google Scholar
- 3.T. V. Anderson, Introduction to Multidimensional Statistical Analysis [Russian translation], Gos. Izd. Fiz.-Mat. Lit., Moscow (1963).Google Scholar
- 4.I. M. Sobol' and R. B. Statnikov, Choice of Optimal Parameters in Problems with Many Criteria [in Russian], Nauka, Moscow (1981).Google Scholar
- 5.V. M. Aleksandrov, A. M. Batkov, and P. P. Poreshin, “Statistical approach to the minimization of functions,” Izv. Akad. Nauk SSSR, Tekh. Kibern., No. 6 (1973).Google Scholar