Optimal sequential sampling policy of partitioned random search and its approximation

DOI10.1023/A:1022645702900MaRDI QIDQ1265064zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 28 February 1999

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022645702900

zbMATH Keywords

dynamic programmingglobal optimizationpartitioned random searchsequential sampling

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39)

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Cites work

• A counterexample to "adaptive partitioned random search to global optimization"
• Adaptive partitioned random search to global optimization
• Convex Analysis
• scientific article; zbMATH DE number 3205002 (Why is no real title available?)
• Optimal Search for the Best Alternative

Cited in

(2)

• Partitioned random search for global optimization with sampling cost and discounting factor
• Pure random search with exponential rate of convergency

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