Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space

DOI10.1287/ijoc.2017.0771zbMath1446.90036OpenAlexW2785308959MaRDI QIDQ5131717

Shalabh Bhatnagar, Enlu Zhou

Publication date: 9 November 2020

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2a132af18c1f4a730b79b49961c502f48022b904

zbMATH Keywords

simulation optimizationmodel-based optimizationtwo-timescale stochastic approximation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Related Items (2)

Simulation Optimization Using Multi-Time-Scale Adaptive Random Search ⋮ An ODE method to prove the geometric convergence of adaptive stochastic algorithms

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