Time-inhomogeneous discrete stochastic search methods for optimal bernoulli parameters

Applied Stochastic Models and Data Analysis

Volumn 14, Issue 2-3, 1998, Pages 199-217

  Ahmed, Mohamed A ^a   Alkhamis, Talal M ^a   Miller, Douglas R ^b  

^a KUWAIT UNIVERSITY   (Kuwait)

^b GEORGE MASON UNIVERSITY   (United States)

Author keywords

Simulation; Stochastic optimization; Time inhomogeneous markov chains

Indexed keywords

COMPUTER SIMULATION; ITERATIVE METHODS; OPTIMIZATION; SAMPLING;

OPTIMAL BERNOULLI PARAMETERS; TIME INHOMOGENEOUS DISCRETE STOCHASTIC SEARCH METHODS;

MARKOV PROCESSES;

EID: 0032154453     PISSN: 87550024     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-0747(199809)14:3<199::aid-asm348>3.0.co;2-3     Document Type: Article

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