A non-myopic utility function for statistical global optimization algorithms

DOI10.1023/A:1008284229931zbMath0948.90120OpenAlexW74128168MaRDI QIDQ1304756

Simon Streltsov, Pirooz Vakili

Publication date: 27 November 2000

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

Full work available at URL: https://doi.org/10.1023/a:1008284229931

zbMATH Keywords

utility functionutility functionsaverage-caseaverage case algorithms

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Utility theory (91B16)

Related Items (1)

Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design

Uses Software

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