On sequential search for the maximum of an unknown function

DOI10.1016/0022-247X(73)90198-4zbMath0265.62030MaRDI QIDQ2561947

Lloyd Fisher, Sidney Yakowitz

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

Machine learning for optimal blackjack counting strategies ⋮ On the convergence of a population-based global optimization algorithm ⋮ A statistical foundation for machine learning, with application to Go- Moku

Cites Work

• A versatile stochastic model of a function of unknown and time varying form
• Optimum Sequential Search and Approximation Methods Under Minimum Regularity Assumptions
• A Review of Minimization Techniques for Nonlinear Functions
• A Note on the Estimation of a Distribution Function by Confidence Limits
• Stochastic Estimation of the Maximum of a Regression Function
• Sequential Minimax Search for a Maximum
• A Stochastic Approximation Method
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