Convergence Analysis of Stochastic Kriging-Assisted Simulation with Random Covariates.

Cheng Li Siyang Gao Jianzhong Du

Published in: INFORMS J. Comput. (2023)

Keyphrases

convergence analysis
global convergence
optimality conditions
logistic regression
monte carlo
newton method
convergence rate
learning algorithm
objective function
convex optimization