| Publication | Date of Publication | Type |
|---|
On efficiency of a single variable bi-objective optimization algorithm
Optimization Letters | 2020-02-27 | Paper |
Bi-objective decision making in global optimization based on statistical models
Journal of Global Optimization | 2019-10-01 | Paper |
The semi-regenerative method of simulation output analysis
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Simulation output analysis using integrated paths
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Simulation output analysis using integrated paths. II: Low bias estimators
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
On convergence rate of a rectangular partition based global optimization algorithm
Journal of Global Optimization | 2018-05-30 | Paper |
| Probability models in global optimization | 2018-05-17 | Paper |
Resampled regenerative estimators
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
An upper bound on the asymptotic complexity of global optimization of smooth univariate functions
Information and Complexity | 2017-03-31 | Paper |
Adaptive approximation of the minimum of Brownian motion
Journal of Complexity | 2017-02-14 | Paper |
On the asymptotic tractability of global optimization
Advances in Stochastic and Deterministic Global Optimization | 2017-02-03 | Paper |
Accelerated regeneration for Markov chain simulations
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
On a global optimization algorithm for bivariate smooth functions
Journal of Optimization Theory and Applications | 2014-12-15 | Paper |
| scientific article; zbMATH DE number 6183025 (Why is no real title available?) | 2013-07-02 | Paper |
An adaptive univariate global optimization algorithm and its convergence rate for twice continuously differentiable functions
Journal of Optimization Theory and Applications | 2013-02-14 | Paper |
A lower bound on complexity of optimization under the \(r\)-fold integrated Wiener measure
Journal of Complexity | 2011-06-14 | Paper |
One-dimensional Global Optimization Based on Statistical Models
Nonconvex Optimization and Its Applications | 2011-05-11 | Paper |
A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise
Journal of Global Optimization | 2010-10-06 | Paper |
Randomized algorithm for global optimization with bounded memory
Mathematics and Computers in Simulation | 2010-05-27 | Paper |
Using excursion to analyze simulation output
Probability in the Engineering and Informational Sciences | 2010-05-26 | Paper |
Permuted Standardized Time Series for Steady-State Simulations
Mathematics of Operations Research | 2008-05-27 | Paper |
A lower bound on complexity of optimization on the Wiener space
Theoretical Computer Science | 2007-09-19 | Paper |
Approximate implementations of pure random search in the presence of noise
Journal of Global Optimization | 2006-02-08 | Paper |
One-dimensional global optimization for observations with noise
Computers & Mathematics with Applications | 2006-02-02 | Paper |
Lower bound on complexity of optimization of continuous functions
Journal of Complexity | 2004-11-23 | Paper |
Permuted derivative and importance-sampling estimators for regenerative simulations.
European Journal of Operational Research | 2004-05-27 | Paper |
On the choice of statistical model for one-dimensional \(P\)-algorithms
Control and Cybernetics | 2003-08-13 | Paper |
Average-case analysis of a greedy algorithm for the 0/1 knapsack problem.
Operations Research Letters | 2003-06-17 | Paper |
Average performance of a class of adaptive algorithms for global optimization
The Annals of Applied Probability | 2002-11-11 | Paper |
One-dimensional P-algorithm with convergence rate \(O(n^{-3+\delta})\) for smooth functions
Journal of Optimization Theory and Applications | 2002-07-30 | Paper |
Central Limit Theorems for Permuted Regenerative Estimators
Operations Research | 2002-06-04 | Paper |
A one-dimensional optimization algorithm and its convergence rate under the Wiener measure
Journal of Complexity | 2002-05-14 | Paper |
Simulation of processes with multiple regeneration sequences
Probability in the Engineering and Informational Sciences | 2001-11-29 | Paper |
On convergence of a \(P\)-algorithm based on a statistical model of continuously differentiable functions
Journal of Global Optimization | 2001-07-23 | Paper |
| scientific article; zbMATH DE number 1560334 (Why is no real title available?) | 2001-02-01 | Paper |
Comparison of one-dimensional composite and non-composite passive algorithms
Journal of Global Optimization | 2000-01-05 | Paper |
On the convergence of the P-algorithm for one-dimensional global optimization of smooth functions
Journal of Optimization Theory and Applications | 1999-12-19 | Paper |
Using permutations in regenerative simulations to reduce variance
ACM Transactions on Modeling and Computer Simulation | 1999-10-10 | Paper |
Average case behavior of random search for the maximum
Journal of Applied Probability | 1998-07-07 | Paper |
A Probabilistic Analysis of Two-Machine Flowshops
Operations Research | 1997-08-03 | Paper |
Optimal random non-adaptive algorithm for global optimization of Brownian motion
Journal of Global Optimization | 1997-02-23 | Paper |
Complexity of non–adaptive optimization algorithms for a class of diffusions
Communications in Statistics. Stochastic Models | 1996-10-14 | Paper |
| scientific article; zbMATH DE number 822308 (Why is no real title available?) | 1996-02-18 | Paper |
| scientific article; zbMATH DE number 953012 (Why is no real title available?) | 1996-01-01 | Paper |
Average performance of passive algorithms for global optimization
Journal of Mathematical Analysis and Applications | 1995-05-15 | Paper |
Consistency of a myopic Bayesian algorithm for one-dimensional global optimization
Journal of Global Optimization | 1993-08-15 | Paper |
