Variable-Sample Methods for Stochastic Optimization

ACM Transactions on Modeling and Computer Simulation

Volumn 13, Issue 2, 2003, Pages 108-133

  Homem de Mello, Tito ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Monte Carlo methods; Pathwise bounds; Random search; Stochastic optimization

Indexed keywords

ESTIMATION ERRORS; PATHWISE BOUNDS;

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; GLOBAL OPTIMIZATION; ITERATIVE METHODS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SAMPLING; SCHEDULING;

STOCHASTIC PROGRAMMING;

EID: 0346902109     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/858481.858483     Document Type: Article

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