A Model Reference Adaptive Search Method for Global Optimization
From MaRDI portal
Recommendations
- A model reference adaptive search method for stochastic global optimization
- A Survey of Some Model-Based Methods for Global Optimization
- Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
- Analysis and parameter selection for an adaptive random search algorithm
- Adaptive search with stochastic acceptance probabilities for global optimization
Cited in
(41)- Single Observation Adaptive Search for Continuous Simulation Optimization
- On the implementation of a class of stochastic search algorithms
- Analysis of seat allocation and overbooking decisions with hybrid information
- Stationary probability density of stochastic search processes in global optimization
- Model-based annealing random search with stochastic averaging
- Interactive model-based search for global optimization
- The robust constant and its applications in random global search for unconstrained global optimization
- An incremental off-policy search in a model-free Markov decision process using a single sample path
- A Survey of Some Model-Based Methods for Global Optimization
- A review of recent advances in global optimization
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method
- Simulation optimization of risk measures with adaptive risk levels
- An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
- A flocking-based approach for distributed stochastic optimization
- Cumulative weighting optimization
- Simulation optimization using multi-time-scale adaptive random search
- A Lagrangian search method for the \(P\)-median problem
- Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
- Efficient subset selection for the expected opportunity cost
- A level-value estimation method and stochastic implementation for global optimization
- Estimating the directed information to infer causal relationships in ensemble neural spike train recordings
- Domination Measure: A New Metric for Solving Multiobjective Optimization
- A model reference adaptive search method for stochastic global optimization
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Global convergence and the Powell singular function
- Continuous optimization via simulation using golden region search
- A framework using nested partitions algorithm for convergence analysis of population distribution-based methods
- A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
- Population model-based optimization
- A unified robust optimization approach for problems with costly simulation-based objectives and constraints
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Blackbox simulation optimization
- Dynamic sample budget allocation in model-based optimization
- New global optimization algorithms for model-based clustering
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
- Global optimization of expensive black box problems with a known lower bound
- On sample size control in sample average approximations for solving smooth stochastic programs
- Interactive model-based search with reactive resource allocation
- Swarming for faster convergence in stochastic optimization
- Empirical tail risk management with model-based annealing random search
- A modified coordinate search method based on axes rotation
This page was built for publication: A Model Reference Adaptive Search Method for Global Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392096)
