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URN: urn:nbn:de:0030-drops-21187
URL: http://drops.dagstuhl.de/opus/volltexte/2009/2118/
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Branke, Jürgen ; Nelson, Barry L. ; Powell, Warren Buckler ; Santner, Thomas J.

09181 Abstracts Collection -- Sampling-based Optimization in the Presence of Uncertainty

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Abstract

This Dagstuhl seminar brought together researchers from statistical ranking and selection; experimental design and response-surface modeling; stochastic programming; approximate dynamic programming; optimal learning; and the design and analysis of computer experiments with the goal of attaining a much better mutual understanding of the commonalities and differences of the various approaches to sampling-based optimization, and to take first steps toward an overarching theory, encompassing many of the topics above.

BibTeX - Entry

@InProceedings{branke_et_al:DSP:2009:2118,
  author =	{J{\"u}rgen Branke and Barry L. Nelson and Warren Buckler Powell and Thomas J. Santner},
  title =	{09181 Abstracts Collection -- Sampling-based Optimization in the Presence of Uncertainty},
  booktitle =	{Sampling-based Optimization in the Presence of Uncertainty },
  year =	{2009},
  editor =	{J{\"u}rgen Branke and Barry L. Nelson and Warren Buckler Powell and Thomas J. Santner},
  number =	{09181},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2009/2118},
  annote =	{Keywords: Optimal learning, optimization in the presence of uncertainty, simulation optimization, sequential experimental design, ranking and}
}

Keywords: Optimal learning, optimization in the presence of uncertainty, simulation optimization, sequential experimental design, ranking and
Freie Schlagwörter (englisch): selection, random search, stochastic approximation, approximate dynamic programming
Seminar: 09181 - Sampling-based Optimization in the Presence of Uncertainty
Issue Date: 2009
Date of publication: 30.07.2009


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