Global Stochastic Optimization with Low-Dispersion Point Sets

DOI10.1287/OPRE.48.6.939.12393MaRDI QIDQ4530668zbMATH OpenOpenAlexFDO

Authors S. Yakowitz, Pierre L'Ecuyer, Felisa J. Vázquez-Abad

Publication date 4 June 2002

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f5994647aca8fde3d70c08c1499b6bc218c31878

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Cited in

(11)

• Some current issues in quasi-Monte Carlo methods
• An upper bound on the minimal dispersion
• A lower bound for the dispersion on the torus
• Deterministic constructions of high-dimensional sets with small dispersion
• Searching for extensible Korobov rules
• An upper bound on the Hausdorff distance between a Pareto set and its discretization in bi-objective convex quadratic optimization
• Adaptive random search for continuous simulation optimization
• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy
• Blackbox simulation optimization

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