A stochastic level-value estimation method for global optimization

DOI10.1007/s40305-017-0175-1zbMath1413.49039OpenAlexW2765210605MaRDI QIDQ1656196

Hong-Bin Yu, Wei-Jia Zeng, Dong-Hua Wu

Publication date: 10 August 2018

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-017-0175-1

zbMATH Keywords

global optimizationcross-entropy methodgeneralized variance functionlevel-value estimation

Mathematics Subject Classification ID

Newton-type methods (49M15) Discrete approximations in optimal control (49M25)

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