Adaptive approximation of the minimum of Brownian motion

标题
Adaptive approximation of the minimum of Brownian motion
作者
关键词
Brownian motion, Global optimization, Pathwise approximation, Adaptive algorithm
出版物
JOURNAL OF COMPLEXITY
Volume 39, Issue -, Pages 17-37
出版商
Elsevier BV
发表日期
2016-11-23
DOI
10.1016/j.jco.2016.11.002

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