Iteratively sampling scheme for stochastic optimization with variable number sample path

DOI10.1016/j.orl.2022.03.006OpenAlexW4223540696MaRDI QIDQ2157906

Ming Dong, Da-Li Zhang, Shuang Hao

Publication date: 22 July 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.03.006

zbMATH Keywords

convergencesampling schemedirectional direct searchvariable number sample path

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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