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Chia, Yen Lin
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Limit theorems for simulation-based optimization via random search
Chia Y., Glynn P. ACM Transactions on Modeling and Computer Simulation 23(3): 1-18, 2013. Type: Article
It is important to know if a random search for an optimal solution converges or not. Furthermore, if it does converge, then it is important to be able to determine the rate of convergence and the distribution....
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Oct 8 2013
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