Branke, Jürgen ;
Nelson, Barry L. ;
Powell, Warren Buckler ;
Santner, Thomas J.
09181 Executive Summary -- Sampling-based Optimization in the Presence of Uncertainty
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:2009:2116,
author = {J{\"u}rgen Branke and Barry L. Nelson and Warren Buckler Powell and Thomas J. Santner},
title = {09181 Executive Summary -- 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/2009/2116},
annote = {Keywords: Optimal learning, optimization in the presence of uncertainty, simulation optimization, sequential experimental design, ranking and selection, random }
}
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Keywords: |
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Optimal learning, optimization in the presence of uncertainty, simulation optimization, sequential experimental design, ranking and selection, random |
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Freie Schlagwörter (englisch): |
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search, stochastic approximation, approximate dynamic programming |
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Seminar: |
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09181 - Sampling-based Optimization in the Presence of Uncertainty
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Issue date: |
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2009 |
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Date of publication: |
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30.07.2009 |
