Averaging frameworks for simulation optimization with applications to simulated annealing (Q3120570)

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Averaging frameworks for simulation optimization with applications to simulated annealing
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    Averaging frameworks for simulation optimization with applications to simulated annealing (English)
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    5 March 2019
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    discrete stochastic optimization
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    adaptive random search
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    time inhomogeneous and non-Markovian random search methods: almost sure global convergence
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