Cumulative weighting optimization

DOI10.1007/S10898-015-0374-4MaRDI QIDQ300756zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Kun Lin, Steven I. Marcus

Publication date 29 June 2016

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10898-015-0374-4

zbMATH Keywords

convergencestochastic optimizationcumulative weighting

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• scientific article; zbMATH DE number 3337915 (Why is no real title available?)
• A Model Reference Adaptive Search Method for Global Optimization
• A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
• A Survey of Some Model-Based Methods for Global Optimization
• A tutorial on the cross-entropy method
• Advances in prospect theory: cumulative representation of uncertainty
• Brown-von Neumann-Nash dynamics: The continuous strategy case
• Evolutionary dynamics on infinite strategy spaces
• Natural exponential families with quadratic variance functions
• Nonlinear Fokker-Planck equations. Fundamentals and applications.
• Nonlinear Markov processes and kinetic equations.
• Parametric weighting functions
• Prospect Theory: An Analysis of Decision under Risk
• Stochastic adaptive search for global optimization.

Cited in

(1)

• Improving weighted information criterion by using optimization

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