Dynamic sample budget allocation in model-based optimization

DOI10.1007/s10898-009-9490-3zbMath1279.90163OpenAlexW2070563695MaRDI QIDQ645551

Jiaqiao Hu, Hyeong Soo Chang, Steven I. Marcus, Michael C. Fu

Publication date: 8 November 2011

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-009-9490-3

zbMATH Keywords

global optimizationMarkov decision processesmax \(k\)-armed bandit

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization ⋮ Incremental learning optimization on knowledge discovery in dynamic business intelligent systems ⋮ Population model-based optimization

Uses Software

• Global Optimization Toolbox For Maple

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Model-based search for combinatorial optimization: A critical survey
• Optimization of computer simulation models with rare events
• Solving the vehicle routing problem with stochastic demands using the cross-entropy method
• A Model Reference Adaptive Search Method for Global Optimization
• A Simple Distribution-Free Approach to the Max k-Armed Bandit Problem
• Adaptive partitioned random search to global optimization
• Nested Partitions Method for Global Optimization

This page was built for publication: Dynamic sample budget allocation in model-based optimization