Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (Q4565394)
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scientific article; zbMATH DE number 6886453
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English | Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization |
scientific article; zbMATH DE number 6886453 |
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Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (English)
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12 June 2018
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Gaussian perturbations
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Newton-based algorithms
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smoothed functional algorithms
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simulation optimization
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three-timescale stochastic approximation
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