Dynamic sample budget allocation in model-based optimization

DOI10.1007/s10898-009-9490-3zbMath1279.90163MaRDI QIDQ645551

Jiaqiao Hu, Hyeong Soo Chang, Steven I. Marcus, Michael C. Fu

Publication date: 8 November 2011

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-009-9490-3

zbMATH Keywords

global optimization; Markov decision processes; max \(k\)-armed bandit

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C59: Approximation methods and heuristics in mathematical programming

90C40: Markov and semi-Markov decision processes

Related Items

Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization, Population model-based optimization, Incremental learning optimization on knowledge discovery in dynamic business intelligent systems

Uses Software

• Global Optimization Toolbox For Maple

Cites Work

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