A Global Search Method for Discrete Stochastic Optimization
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Publication:4884048
DOI10.1137/0806027zbMath0851.60030OpenAlexW2021927305MaRDI QIDQ4884048
Publication date: 4 November 1996
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0806027
Monte Carlo methods (65C05) Stochastic programming (90C15) Strong limit theorems (60F15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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