Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem
DOI10.1145/1502787.1502788zbMATH Open1390.65023OpenAlexW2621667117MaRDI QIDQ4565409FDOQ4565409
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
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)
Cited In (8)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- Simulation optimization in security screening systems subject to budget and waiting time constraints
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
- A novel technique for stochastic root-finding: enhancing the search with adaptive \(d\)-ary search
- Iteratively sampling scheme for stochastic optimization with variable number sample path
- On Sampling Rates in Simulation-Based Recursions
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
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