On when to stop sampling for the maximum

DOI10.1007/BF00130829MaRDI QIDQ1200523zbMATH OpenFDO

Authors C. Guus E. Boender, Alexander H. G. Rinnooy Kan

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1007/BF00130829

zbMATH Keywords

approximate solutionposterior distributionprior distributionBayes theoremdiscrete probability distributioncontinuous global optimizationBayesian one-step look ahead stopping ruleBayesian stopping rulesmultistart methodsampling for maxima

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stopping in statistics (62L15)

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Cites work

• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• scientific article; zbMATH DE number 3673344 (Why is no real title available?)
• scientific article; zbMATH DE number 3485507 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• A Bayesian learning procedure for the.(s, Q) inventory policy
• A statistical estimate of the structure of multi-extremal problems
• Bayesian stopping rules for multistart global optimization methods
• Computer Solutions of the Traveling Salesman Problem
• Stochastic global optimization methods part II: Multi level methods
• Stopping eules for the multistart method when different local minima have different function values

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