Consistency of a myopic Bayesian algorithm for one-dimensional global optimization

DOI10.1007/BF01096740zbMath0803.90110OpenAlexW2023330497MaRDI QIDQ2366971

James M. Calvin

Publication date: 15 August 1993

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

Full work available at URL: https://doi.org/10.1007/bf01096740

zbMATH Keywords

consistencyBrownian motionworst-case analysisBayesian optimizationmyopic algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• On the consistency of Bayes estimates
• Bayesian methods in global optimization
• The joint density of the maximum and its location for a Wiener process with drift
• Global optimization
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