Limit Theorems for Simulation-Based Optimization via Random Search

DOI10.1145/2499913.2499915zbMATH Open1386.65047OpenAlexW2020329752MaRDI QIDQ4635221FDOQ4635221

Peter W. Glynn, Yen Lin Chia

Publication date: 16 April 2018

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

Full work available at URL: https://doi.org/10.1145/2499913.2499915

zbMATH Keywords

optimizationsimulationlimit theoremsrandom search

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Numerical optimization and variational techniques (65K10)

Cited In (3)

• Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
• Fitting Statistical Models of Random Search in Simulation Studies
• Simulation and the Asymptotics of Optimization Estimators

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