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Variable-Sample Methods for Stochastic Optimization
Tito Homem-de-Mello
Research output
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Contribution to journal
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Article
›
peer-review
90
Scopus citations
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Dive into the research topics of 'Variable-Sample Methods for Stochastic Optimization'. Together they form a unique fingerprint.
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Mathematics
Stochastic Optimization
100%
Sample Average Approximation
40%
Random Search
38%
Search Methods
34%
Estimation Error
33%
Sampling Distribution
32%
Consistent Estimator
31%
Schedule
29%
Monte Carlo method
29%
Convergence Analysis
26%
Objective function
23%
Sample Size
21%
Optimization Problem
20%
Numerical Results
18%
Iteration
18%
Class
8%
Engineering & Materials Science
Monte Carlo methods
45%
Error analysis
39%
Sampling
29%