pat2@pinet.aip.org (patrick_tibbits) (02/01/91)
I would like to train a NN to do allocation of limited assets to maximize a merit function. Only rub is, the merit function is evaluated thru a monte carlo code, making conventional constrained optimization too compute intensive. Can I feed back the outcome for the MC simulation to train a neural net so I won't have to solve the optimization problem for every new set of input conditions? Patrick Tibbits pat2@pinet.aip.org