Smoothed Functionals in Stochastic Optimization

DOI10.1287/MOOR.8.1.26zbMATH Open0506.90061OpenAlexW2057152775MaRDI QIDQ4744065FDOQ4744065

Authors: Reuven Y. Rubinstein 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1287/moor.8.1.26

zbMATH Keywords

nonconvex functionstochastic approximation methodglobal extremumsmoothed function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited In (4)

• Optimization and sensitivity analysis of computer simulation models by the score function method
• Nondifferentiable optimization via smooth approximation: General analytical approach
• Nonlinear stochastic programming by Monte-Carlo estimators
• Global optimization of bounded factorable functions with discontinuities

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