Partitioned random search for global optimization with sampling cost and discounting factor

DOI10.1023/A:1017539732327zbMATH Open1007.90043OpenAlexW193178091MaRDI QIDQ1608149FDOQ1608149

Authors: R. Smith 

Publication date: 12 August 2002

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

Full work available at URL: https://doi.org/10.1023/a:1017539732327

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zbMATH Keywords

dynamic programmingglobal optimizationpartitioned random searchsequential samples

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Cites Work

• Adaptive partitioned random search to global optimization
• Optimal sequential sampling policy of partitioned random search and its approximation
• Optimality of index policies for a sequential sampling problem

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