Global Stochastic Optimization with Low-Dispersion Point Sets

DOI10.1287/OPRE.48.6.939.12393zbMATH Open1106.90364OpenAlexW1994554484MaRDI QIDQ4530668FDOQ4530668

Pierre L'Ecuyer, S. Yakowitz, Felisa J. Vázquez-Abad

Publication date: 4 June 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f5994647aca8fde3d70c08c1499b6bc218c31878

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Cited In (10)

• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
• An upper bound on the minimal dispersion
• Adaptive random search for continuous simulation optimization
• A lower bound for the dispersion on the torus
• Deterministic constructions of high-dimensional sets with small dispersion
• Some current issues in quasi-Monte Carlo methods
• An upper bound on the Hausdorff distance between a Pareto set and its discretization in bi-objective convex quadratic optimization
• Searching for extensible Korobov rules
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy

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