Averaging frameworks for simulation optimization with applications to simulated annealing
From MaRDI portal
Publication:3120570
DOI10.1002/nav.21496zbMath1407.90371OpenAlexW2018850382MaRDI QIDQ3120570
Sigrún Andradóttir, Andrei A. Prudius
Publication date: 5 March 2019
Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.21496
adaptive random searchdiscrete stochastic optimizationtime inhomogeneous and non-Markovian random search methods: almost sure global convergence
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (3)
Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization ⋮ Single observation adaptive search for discrete and continuous stochastic optimization ⋮ Optimal Sampling for Simulated Annealing Under Noise
This page was built for publication: Averaging frameworks for simulation optimization with applications to simulated annealing
