Minimization algorithms for functions with random noise

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Many physical systems are functions of multiple factors too complex to model explicitly. As a result, the functional model relating factors to a particular attribute includes a random term for unmodeled effects. We examine the effectiveness of four optimization strategies for this problem class, using Monte Carlo techniques.

Original languageEnglish (US)
Pages (from-to)109-138
Number of pages30
JournalAmerican Journal of Mathematical and Management Sciences
Volume4
Issue number1-2
DOIs
StatePublished - Jan 1 1984

All Science Journal Classification (ASJC) codes

  • Business, Management and Accounting(all)
  • Applied Mathematics

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