Adaptive random search for continuous simulation optimization
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Publication:3588809
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Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
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- A Newton-Raphson version of the multivariate Robbins-Monro procedure
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- A Stochastic Approximation Algorithm with Varying Bounds
- Acceleration of Stochastic Approximation by Averaging
- Adaptive search with stochastic acceptance probabilities for global optimization
- Analysis of Sample-Path Optimization
- Approximate implementations of pure random search in the presence of noise
- Balanced explorative and exploitative search with estimation for simulation optimization
- Budget-Dependent Convergence Rate of Stochastic Approximation
- Global Stochastic Optimization with Low-Dispersion Point Sets
- Robust Stochastic Approximation Approach to Stochastic Programming
- Solving multistage asset investment problems by the sample average approximation method
- The sample average approximation method for stochastic discrete optimization
Cited in
(23)- Single Observation Adaptive Search for Continuous Simulation Optimization
- Optimal learning with local nonlinear parametric models over continuous designs
- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- scientific article; zbMATH DE number 1857677 (Why is no real title available?)
- 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
- scientific article; zbMATH DE number 6276119 (Why is no real title available?)
- 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
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