scientific article; zbMATH DE number 1959636

zbMATH Open1028.90033MaRDI QIDQ4416892FDOQ4416892

Authors: Geoffrey Pritchard, Golbon Zakeri 

Publication date: 5 August 2003

Title of this publication is not available (Why is that?)

Recommendations

• Approximation, Randomization and Combinatorial Optimization. Algorithms and Techniques
• Optimizing adaptive importance sampling by stochastic approximation
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice
• The sample average approximation method for stochastic discrete optimization
• Variable-sample methods for stochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (3)

• Large Sample Mean-Field Stochastic Optimization
• Boosted sampling
• On importance sampling in the problem of global optimization

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