An adaptive stochastic global optimization algorithm for one-dimensional functions (Q1904720)

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scientific article; zbMATH DE number 830143
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An adaptive stochastic global optimization algorithm for one-dimensional functions
scientific article; zbMATH DE number 830143

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    An adaptive stochastic global optimization algorithm for one-dimensional functions (English)
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    24 July 1996
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    sequential stopping rules
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    one-step look-ahead
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    stopping criteria for Bayesian algorithms
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    global optimization
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    sample path from a Wiener process
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