Global optimization of stochastic black-box systems via sequential kriging meta-models

DOI10.1007/S10898-005-2454-3zbMath1098.90097DBLPjournals/jgo/HuangANZ06OpenAlexW2063180182WikidataQ56221776 ScholiaQ56221776MaRDI QIDQ2494294

Yanyan Li

Publication date: 26 June 2006

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

Full work available at URL: https://doi.org/10.1007/s10898-005-2454-3

zbMATH Keywords

kriging expected improvement efficient global optimization stochastic black-box systems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Geostatistics (86A32)

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