Simultaneous kriging-based estimation and optimization of mean response

Journal of Global Optimization

Volumn 55, Issue 2, 2013, Pages 313-336

  Janusevskis, Janis ^a   Le Riche, Rodolphe ^b  

^a Henri FAYOL institute   (France)

^b LCG   (France)

Author keywords

Expected improvement; Gaussian process; Kriging based optimization; Optimization under uncertainty; Robust optimization; Uncertainty propagation

Indexed keywords

COMPUTER SOFTWARE; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); INTERPOLATION; OPTIMIZATION; UNCERTAINTY ANALYSIS;

EXPECTED IMPROVEMENTS; GAUSSIAN PROCESSES; KRIGING; OPTIMIZATION UNDER UNCERTAINTY; ROBUST OPTIMIZATION; UNCERTAINTY PROPAGATION;

MONTE CARLO METHODS;

EID: 84878203677     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-011-9836-5     Document Type: Article

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