Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation

DOI10.1287/MOOR.2018.0938zbMath1441.90105arXiv1612.03964OpenAlexW2963044532WikidataQ128534187 ScholiaQ128534187MaRDI QIDQ5219733

Peter I. Frazier, Rolf Waeber, Shane G. Henderson

Publication date: 12 March 2020

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

Full work available at URL: https://arxiv.org/abs/1612.03964

zbMATH Keywords

tests of power onestochastic root finding

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15)

Related Items (2)

Probabilistic bisection with spatial metamodels ⋮ Unnamed Item

Cites Work

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