"Probabilistic Bisection Converges Almost as Quickly as Stochastic ..."

Peter I. Frazier, Shane G. Henderson, Rolf Waeber (2019)

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DOI: 10.1287/MOOR.2018.0938

access: closed

type: Journal Article

metadata version: 2019-05-31

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Peter I. Frazier, Shane G. Henderson, Rolf Waeber:
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation. Math. Oper. Res. 44(2): 651-667 (2019)

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