Postprint version. Published in Abstract and Applied Analysis, January 1, 2004, pages 453-468.
This is an electronic version of an article published in Abstract and Applied Analysis. The definitive version is available at http://dx.doi.org/10.1142/9789812702548_0030. Copyright © 2004 World Scientific Publishing Company. Journal homepage: http://eproceedings.worldscinet.com/9789812702548/9789812702548.shtml.
NOTE: At the time of publication, the author Theodore P. Hill was not yet affiliated with Cal Poly.
This article surveys several classes of iterative methods for constructing random probability distributions (or random convex functions, or random homeomorphisms), and includes illustrative applications in statistics, optimal-control theory, and game theory. Computer simulations of these methods are fast and easy to implement