Smoothed Functionals in Stochastic Optimization

DOI10.1287/moor.8.1.26zbMath0506.90061OpenAlexW2057152775MaRDI QIDQ4744065

Reuven Y. Rubinstein

Publication date: 1983

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.8.1.26

zbMATH Keywords

nonconvex functionstochastic approximation methodglobal extremumsmoothed function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (4)

Global optimization of bounded factorable functions with discontinuities ⋮ Nondifferentiable optimization via smooth approximation: General analytical approach ⋮ Optimization and sensitivity analysis of computer simulation models by the score function method ⋮ Nonlinear stochastic programming by Monte-Carlo estimators

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