Single observation adaptive search for discrete and continuous stochastic optimization
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
| Year of publication: |
2020
|
|---|---|
| Authors: | Kiatsupaibul, Seksan ; Smith, Robert L. ; Zabinsky, Zelda B. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 5, p. 666-673
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| Subject: | Adaptive search | Martingale processes | Simulation optimization | Stochastic optimization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Simulation | Mathematische Optimierung | Mathematical programming | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303435