25 search results - page 2 / 5 » Global random optimization by simultaneous perturbation stoc... |
JORS
2011
2011
Robust parameter design optimization of simulation experiments using stochastic perturbation methods
13 years 10 days ago
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
ACG
2006
Springer
13 years 11 months ago
2006
Springer
Most game programs have a large number of parameters that are crucial for their performance. Tuning these parameters by hand is rather difficult. Therefore automatic optimization a...
SODA
2012
ACM
11 years 7 months ago
2012
ACM
Motivated by online ad allocation, we study the problem of simultaneous approximations for the adversarial and stochastic online budgeted allocation problem. This problem consists...
WSCG
2004
13 years 6 months ago
2004
This paper presents a stochastic iteration algorithm solving the global illumination problem, where the random sampling is governed by classical importance sampling and also by th...
WSC
2004
13 years 6 months ago
2004
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...