Global optimization of stochastic black-box systems via sequential kriging meta-models

Journal of Global Optimization

Volumn 34, Issue 3, 2006, Pages 441-466

  Huang, D ^a   Allen, T T ^b   Notz, W I ^c   Zeng, N ^b  

^a Sci Forming Technol Corporation   (United States)

^b Ohio State University   (United States)

^c OHIO STATE UNIVERSITY   (United States)

Author keywords

Efficient global optimization; Expected improvement; Kriging; Stochastic black box systems

Indexed keywords

FUNCTIONS; INVENTORY CONTROL; MATHEMATICAL MODELS;

EFFICIENT GLOBAL OPTIMIZATION; EXPECTED IMPROVEMENT; KRIGING; STOCHASTIC APPROXIMATION;

GLOBAL OPTIMIZATION;

EID: 33644791173     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-005-2454-3     Document Type: Article

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