A retrospective approximation approach for smooth stochastic optimization
David Newton, Raghu Bollapragada, Raghu Pasupathy, Nung Kwan Yip
| Year of publication: |
2025
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|---|---|
| Authors: | Newton, David ; Bollapragada, Raghu ; Pasupathy, Raghu ; Yip, Nung Kwan |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 3, p. 2301-2332
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| Subject: | machine learning | simulation optimization | stochastic optimization | sample average approximation | stochastic approximation | retrospective approximation | sample selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming | Simulation | Künstliche Intelligenz | Artificial intelligence | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015444756