Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"finite-time performance"”.
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Assessing the Finite-Time Performance of Local Search Algorithms
… process of choosing parameters to improve their performance difficult. This dissertation introduces the B-acceptable solution probability in terms of B-acceptable solutions as a finite-time performance measure for local search algorithms. The B-acceptable solution probability reflects how …
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Generalized hill climbing algorithms for discrete optimization problems
… that exist between the GHC algorithm's finite-time performance on three problems, and the general random variable formulations used. The dissertation concludes with suggestions for further research.
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Sampling Controlled Stochastic Recursions: Applications to Simulation Optimization and Stochastic Root Finding
… but most such theory focuses on asymptotic performance. Automatically choosing parameters to ensure good finite-time performance has remained vexingly elusive, as evidenced by continuing efforts six decades after the introduction of stochastic approximation! The other popular paradigm to …
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Learning structure from unstructured data
… problems: first, we are given access only to a finite noisy data set; and second, the hidden state dimension or model order is unknown. The first problem limits our ability to comment on the finite time performance of estimation algorithms; and the second problem prevents appropriate …
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Adaptive sampling trust-region methods for derivative-based and derivative-free simulation optimization problems
… a first-order critical point with good practical performance. In the second study the Monte Carlo simulation is assumed to provide no direct observations of the function gradient. We present ASTRO-DF, which is a class of derivative-free trust-region algorithms, where the stochastic local model is …
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The exploration-exploitation trade-off in sequential decision making problems
… decision making problems, in terms of maximising finite-time reward. The most common and best studied abstraction of the exploration-exploitation trade-off is the classic multi-armed bandit problem. In this thesis we study several important extensions that are more suitable than the classic …
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Stochastically Constrained Simulation Optimization On Mixed-Integer Spaces
… and the constraints are expressed in terms of performance measures of the system that are observable only via a simulation model parameterized by a finite number of decision variables. In solving for such a system, one faces the much harder challenge of verifying the feasibility of a potential …
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Online advertisements and multi-armed bandits
… limitations and achievable results for the performance of multi-armed bandit algorithms. We then formulate variations of the basic stochastic multi-armed bandit problem, aimed at modeling how budget-limited advertisers should bid and how ad exchanges should choose whose ad to display, and …