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Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization - MaRDI portal

Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (Q4565394)

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scientific article; zbMATH DE number 6886453
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Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization
scientific article; zbMATH DE number 6886453

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    Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (English)
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    12 June 2018
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    Gaussian perturbations
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    Newton-based algorithms
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    smoothed functional algorithms
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    simulation optimization
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    three-timescale stochastic approximation
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