An Asymptotically Optimal Set Approach for Simulation Optimization (Q5137434)

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scientific article; zbMATH DE number 7280132
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An Asymptotically Optimal Set Approach for Simulation Optimization
scientific article; zbMATH DE number 7280132

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    An Asymptotically Optimal Set Approach for Simulation Optimization (English)
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    2 December 2020
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    stochastic optimization
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    global convergence with probability one
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    adaptive search
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    resampling
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    discarding
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