Quantile optimization via multiple-timescale local search for black-box functions

DOI10.1287/OPRE.2022.0534MaRDI QIDQ6956928zbMATH OpenFDO

Authors Jiaqiao Hu, Meichen Song, Michael C. Fu

Publication date 17 July 2025

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2022.0534

zbMATH Keywords

black-box optimizationfinite differenceslocal searchquantilesimultaneous perturbationstochastic approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)

Cited in

(1)

• A kernel-based stochastic approximation framework for contextual optimization

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