Article ID: | iaor1993362 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 1 |
Start Page Number: | 91 |
End Page Number: | 98 |
Publication Date: | Mar 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Dorea Chang C.Y. |
When differentiability is not assumed random procedures can be successfully used to estimate the extreme values of a given function. For a class of such algorithms the paper treats the problem of estimating the mean effort.