Simulation optimization with countably infinite feasible regions

DOI10.1145/1176249.1176252zbMath1390.65044OpenAlexW1965057626MaRDI QIDQ4565377

Sigrún Andradóttir

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1176249.1176252

zbMATH Keywords

global convergencealmost sure convergencediscrete stochastic optimizationrandom search methodsestimating the optimal solutionunequal allocation of effort to solutions

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical optimization and variational techniques (65K10) Search theory (90B40)

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