Optimal sequential sampling policy of partitioned random search and its approximation

DOI10.1023/A:1022645702900zbMath0908.90245OpenAlexW20964413MaRDI QIDQ1265064

K. Appert

Publication date: 28 February 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022645702900

zbMATH Keywords

global optimizationdynamic programmingsequential samplingpartitioned random search

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39)

Related Items (2)

Pure Random Search with exponential rate of convergency ⋮ Partitioned random search for global optimization with sampling cost and discounting factor

Cites Work

• Unnamed Item
• Optimal Search for the Best Alternative
• Adaptive partitioned random search to global optimization
• A counterexample to "adaptive partitioned random search to global optimization"
• Convex Analysis

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