Simulation optimization with countably infinite feasible regions: efficiency and convergence

DOI10.1145/1176249.1176252MaRDI QIDQ4565377zbMATH OpenOpenAlexFDO

Authors Sigrún Andradóttir

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1176249.1176252

zbMATH Keywords

almost sure convergencediscrete stochastic optimizationestimating the optimal solutionglobal convergencerandom search methodsunequal allocation of effort to solutions

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical optimization and variational techniques (65K10) Search theory (90B40)

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Cited in

(3)

• Learning Structure Illuminates Black Boxes – An Introduction to Estimation of Distribution Algorithms
• An Asymptotically Optimal Set Approach for Simulation Optimization
• Fifty years of stochastic simulation: where we are and where we need to go

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