A retrospective approximation approach for smooth stochastic optimization

DOI10.1287/MOOR.2022.0136MaRDI QIDQ6923082zbMATH OpenFDO

Authors David P. Newton, Raghu Bollapragada, Raghu Pasupathy, Nung Kwan Yip

Publication date 30 September 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

zbMATH Keywords

machine learningsample selectionstochastic approximationstochastic optimizationsample average approximationsimulation optimizationretrospective approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)

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