Monte Carlo method is also known as statistical simulation method, random sampling techniques, computer random simulation method, the method of calculating probability theory and statistical-based, using a random number (or more common pseudo-random number) to solve a lot of the method of calculation. It comes from the world-famous Las Vegas - Monaco Monte Carlo (Monte Carlo). The solving of the problem with a certain probability model linked to, or achieve statistical sampling with computer simulation to obtain the approximate solution. To symbolically show that the statistical probability characteristics of this method, it is borrowed from the Monte Carlo casino named. Monte Carlo method must use a computer-generated random numbers associated distribution, Matlab commands given the various random number generation.
Monte Carlo algorithm: The more samples, the approximate optimal solution