Technical Note—Using a Monte Carlo Method for Optimizing Smoothed Functional

Y. Rubinstein
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Y. Rubinstein: Technion—Israel Institute of Technology, Haifa, Israel

Operations Research, 1977, vol. 25, issue 4, 720-724

Abstract: This note deals with optimization problems involving insufficient a priori information on the controlled object. We consider a parametric statistical gradient algorithm that uses an increasing number of observations and gives convergence conditions for optimizing a smoothed functional.

Date: 1977
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