On when to stop sampling for the maximum

DOI10.1007/BF00130829zbMATH Open0752.62056MaRDI QIDQ1200523FDOQ1200523

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)

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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)

Cites Work

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• Stochastic global optimization methods part II: Multi level methods
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• Computer Solutions of the Traveling Salesman Problem
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• Bayesian stopping rules for multistart global optimization methods
• A statistical estimate of the structure of multi-extremal problems
• Stopping eules for the multistart method when different local minima have different function values
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• A Bayesian learning procedure for the.(s, Q) inventory policy

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