Quantile optimization via multiple-timescale local search for black-box functions
Jiaqiao Hu, Meichen Song, Michael C. Fu
| Year of publication: |
2025
|
|---|---|
| Authors: | Hu, Jiaqiao ; Song, Meichen ; Fu, Michael |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 3, p. 1535-1557
|
| Subject: | Simulation | stochastic approximation | local search | finite differences | simultaneous perturbation | black-box optimization | quantile | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0534 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445769