Limit Theorems for Simulation-Based Optimization via Random Search.
Yen Lin ChiaPeter W. GlynnPublished in: ACM Trans. Model. Comput. Simul. (2013)
Keyphrases
- random search
- limit theorems
- simulation based optimization
- heavy traffic
- computational methods
- confidence intervals
- simulated annealing
- queue length
- search space
- parameter optimization
- genetic algorithm
- convergence analysis
- queueing networks
- steady state
- asymptotically optimal
- long run
- neural network
- feature space
- statistical methods
- probabilistic model
- lower bound
- statistical analysis
- single server
- bayesian networks
- feature selection
- sample size