On when to stop sampling for the maximum

DOI10.1007/BF00130829zbMath0752.62056MaRDI QIDQ1200523

Alexander H. G. Rinnooy Kan, C. Guus E. Boender

Publication date: 16 January 1993

Published in: Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

approximate solutionposterior distributionBayes theoremprior distributiondiscrete probability distributioncontinuous global optimizationBayesian one-step look ahead stopping ruleBayesian stopping rulesmultistart methodsampling for maxima

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian stopping rules for multistart global optimization methods
• Stochastic global optimization methods part II: Multi level methods
• A statistical estimate of the structure of multi-extremal problems
• Computer Solutions of the Traveling Salesman Problem
• A Bayesian learning procedure for the.(s, Q) inventory policy
• Stopping eules for the multistart method when different local minima have different function values

This page was built for publication: On when to stop sampling for the maximum