Variable-Sample Methods for Stochastic Optimization

INIS

• algorithms 100%
• convergence 100%
• distribution 100%
• optimization 100%
• stochastic processes 100%
• size 50%
• schedules 50%
• modifications 50%
• applications 50%
• yields 50%
• randomness 50%
• sampling 50%
• implementation 50%
• errors 50%
• approximations 50%
• monte carlo method 50%

Keyphrases

• Stochastic Optimization 100%
• Sampling Methods 100%
• Random Search Algorithm 33%
• Numerical Results 33%
• Convergence Analysis 33%
• Estimation Error 33%
• Sampling Distribution 33%
• Sample Average Approximation 33%
• Stochastic Optimization Problem 33%
• Monte Carlo Method 33%
• Consistent Estimator 33%

Mathematics

• Stochastics 100%
• Random Search 50%
• Monte Carlo 50%
• Convergence Analysis 50%
• Objective Function 50%
• Sample Average 50%
• Sampling Distribution 50%
• Consistent Estimator 50%