Smoothed Functionals in Stochastic Optimization

DOI10.1287/MOOR.8.1.26MaRDI QIDQ4744065zbMATH OpenOpenAlexFDO

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)

• Global optimization of bounded factorable functions with discontinuities
• 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

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