搜索结果: 1-2 共查到“Simulation based optimization”相关记录2条 . 查询时间(0.062 秒)
Limit Theorems for Simulation-based Optimization via
Simulation Theory Model Development: Methodologies Types of Simulation
2015/7/6
This paper develops fundamental theory related to the use of simulation-based non-adaptive random search as a means of optimizing a function that can be expressed as an expectation. Our results establ...
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems
optimal stopping simulation based algorithms entropy with bracketing increments of empirical processes
2010/11/2
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of qu...
