Adaptive random search for continuous simulation optimization
From MaRDI portal
Publication:3588809
DOI10.1002/NAV.20422zbMATH Open1198.90303OpenAlexW2046752469MaRDI QIDQ3588809FDOQ3588809
Authors: Sigrún Andradóttir, Andrei A. Prudius
Publication date: 10 September 2010
Published in: Naval Research Logistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.20422
Recommendations
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
- Simulation optimization using multi-time-scale adaptive random search
- Single Observation Adaptive Search for Continuous Simulation Optimization
- scientific article; zbMATH DE number 4029304
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- scientific article; zbMATH DE number 3920191
- Adaptive stochastic search
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- Adaptive search with stochastic acceptance probabilities for global optimization
- Pure adaptive search in Monte Carlo optimization
local searchpure random searchadaptive search with resamplingdeterministic and stochastic shrinking ball methodsglobal convergence in probability and almost surely
Cites Work
- A Newton-Raphson version of the multivariate Robbins-Monro procedure
- Acceleration of Stochastic Approximation by Averaging
- Robust Stochastic Approximation Approach to Stochastic Programming
- Title not available (Why is that?)
- The sample average approximation method for stochastic discrete optimization
- Analysis of Sample-Path Optimization
- A Stochastic Approximation Algorithm with Varying Bounds
- Budget-Dependent Convergence Rate of Stochastic Approximation
- Balanced explorative and exploitative search with estimation for simulation optimization
- A Scaled Stochastic Approximation Algorithm
- Solving multistage asset investment problems by the sample average approximation method
- A Globally Convergent Stochastic Approximation
- Adaptive search with stochastic acceptance probabilities for global optimization
- Approximate implementations of pure random search in the presence of noise
- Global Stochastic Optimization with Low-Dispersion Point Sets
Cited In (23)
- Optimal learning with local nonlinear parametric models over continuous designs
- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- Title not available (Why is that?)
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- Accelerating the convergence of random search methods for discrete stochastic optimization
- Balanced explorative and exploitative search with estimation for simulation optimization
- Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise
- A framework for locally convergent random-search algorithms for discrete optimization via simulation
- Simulation optimization using multi-time-scale adaptive random search
- Rapid screening algorithms for stochastically constrained problems
- Single observation adaptive search for discrete and continuous stochastic optimization
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- Solution quality of random search methods for discrete stochastic optimization
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Title not available (Why is that?)
- Continuous optimization via simulation using golden region search
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
- Surrogate-based promising area search for Lipschitz continuous simulation optimization
- Adaptation of stochastic search methods realized on a homogeneous computational array under uncertainty
- Single Observation Adaptive Search for Continuous Simulation Optimization
This page was built for publication: Adaptive random search for continuous simulation optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3588809)