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Simulation optimization with countably infinite feasible regions - MaRDI portal

Simulation optimization with countably infinite feasible regions (Q4565377)

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scientific article; zbMATH DE number 6886436
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Simulation optimization with countably infinite feasible regions
scientific article; zbMATH DE number 6886436

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    Simulation optimization with countably infinite feasible regions (English)
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    12 June 2018
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    discrete stochastic optimization
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    almost sure convergence
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    estimating the optimal solution
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    global convergence
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    random search methods
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    unequal allocation of effort to solutions
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