Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem

DOI10.1145/1502787.1502788MaRDI QIDQ4565409zbMATH OpenOpenAlexFDO

Authors Raghu Pasupathy, Bruce W. Schmeiser

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1502787.1502788

zbMATH Keywords

sample-average approximationstochastic root findingretrospective approximation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical computation of solutions to systems of equations (65H10) Traffic problems in operations research (90B20)

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• On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
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• ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization

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