Global stochastic optimization with low-dispersion point sets

Operations Research

Volumn 48, Issue 6, 2000, Pages 939-950

  Yakowitz, Sidney ^a   L'Ecuyer, Pierre ^b   Vázquez Abad, Felisa ^b  

^a University of Arizona   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE ALGORITHMS; APPROXIMATION THEORY; ITERATIVE METHODS; MONTE CARLO METHODS; OPTIMIZATION; RISK ASSESSMENT; STOCHASTIC PROGRAMMING;

EUCLIDEAN SPACE; STOCHASTIC OPTIMIZATION;

RISK MANAGEMENT;

EID: 0034314033     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.48.6.939.12393     Document Type: Article

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