Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach

DOI10.1109/TAC.2016.2539225zbMath1359.90084arXiv1402.3354OpenAlexW3102232031MaRDI QIDQ2979273

Omid Namvar Gharehshiran, George Yin, Vikram Krishnamurthy

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.3354

Mathematics Subject Classification ID

Stochastic programming (90C15) Search theory (90B40) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Functional limit theorems; invariance principles (60F17)

This page was built for publication: Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach