Adaptive random search for continuous simulation optimization (Q3588809): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Approximate implementations of pure random search in the presence of noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Algorithm with Varying Bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Scaled Stochastic Approximation Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving multistage asset investment problems by the sample average approximation method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive search with stochastic acceptance probabilities for global optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Sample Average Approximation Method for Stochastic Discrete Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Budget-Dependent Convergence Rate of Stochastic Approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Stochastic Approximation Approach to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Acceleration of Stochastic Approximation by Averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Sample-Path Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Newton-Raphson version of the multivariate Robbins-Monro procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Globally Convergent Stochastic Approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global Stochastic Optimization with Low-Dispersion Point Sets / rank
 
Normal rank

Latest revision as of 04:57, 3 July 2024

scientific article
Language Label Description Also known as
English
Adaptive random search for continuous simulation optimization
scientific article

    Statements

    Adaptive random search for continuous simulation optimization (English)
    0 references
    0 references
    0 references
    0 references
    10 September 2010
    0 references
    0 references
    local search
    0 references
    pure random search
    0 references
    global convergence in probability and almost surely
    0 references
    adaptive search with resampling
    0 references
    deterministic and stochastic shrinking ball methods
    0 references
    0 references