Monte Carlo sampling-based methods for stochastic optimization

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

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A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

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Theory of Games and Economic Behavior

E. N., John von Neumann, Oskar Morgenstern · The Journal of Philosophy · 1945 · 4.1K citations

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Partitioning procedures for solving mixed-variables programming problems

J. F. Benders · Numerische Mathematik · 1962 · 3.8K citations

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Theory of Games and Economic Behavior

E. ROWLAND · Nature · 1946 · 3.3K citations

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