A Partition-Based Random Search for Stochastic Constrained Optimization via Simulation

DOI10.1109/TAC.2016.2570119zbMath1364.90234OpenAlexW2404265862MaRDI QIDQ2989581

Wei-Wei Chen, Siyang Gao

Publication date: 8 June 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2016.2570119

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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