Adaptive importance sampling for optimization under uncertainty problems (Q1668392)
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scientific article; zbMATH DE number 6928318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive importance sampling for optimization under uncertainty problems |
scientific article; zbMATH DE number 6928318 |
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Adaptive importance sampling for optimization under uncertainty problems (English)
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28 August 2018
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stochastic optimization
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importance sampling
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kernel density approximation
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optimization under uncertainty
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robust optimization
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simultaneous perturbation stochastic approximation
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