Adaptive importance sampling for optimization under uncertainty problems
type: Item
instance of: scholarly article
title: Adaptive importance sampling for optimization under uncertainty problems
zbMATH Open document ID: 1423.74733
author: Juan Camilo Medina
author: Alexandros A. Taflanidis
published in: Computer Methods in Applied Mechanics and Engineering
publication date: 2018-08-28T00:00:00Z
Mathematics Subject Classification ID: 74P10
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6928318
zbMATH Keywords: stochastic optimization
zbMATH Keywords: importance sampling
zbMATH Keywords: kernel density approximation
zbMATH Keywords: optimization under uncertainty
zbMATH Keywords: robust optimization
zbMATH Keywords: simultaneous perturbation stochastic approximation
describes a project that uses: TOMLAB
MaRDI profile type: Publication
full work available at URL: j.cma.2014.06.025
OpenAlex ID: W1967593009
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DOI: 10.1016/J.CMA.2014.06.025
description: scientific article; zbMATH DE number 6928318