An adaptive trust-region approach for nonlinear stochastic optimisation with an application in discrete choice theory

Bastin, Fabian

by Fabian Bastin

Reference:

An adaptive trust-region approach for nonlinear stochastic optimisation with an application in discrete choice theory (Fabian Bastin), In Algorithms for Optimization with Incomplete Information (Susanne Albers, Rolf H. Möhring Georg Ch. Pflug, Rüdiger Schultz, eds.), 2005.

Bibtex Entry:

@InProceedings{Bast05,
  Title                    = {An adaptive trust-region approach for nonlinear stochastic optimisation with an application in discrete choice theory},
  Author                   = {Fabian Bastin},
  Booktitle                = {Algorithms for Optimization with Incomplete Information},
  Year                     = {2005},

  Address                  = {Internationales Begegnungs- und Forschungszentrum (IBFI), Schloss Dagstuhl, Germany},
  Editor                   = {Susanne Albers and Rolf H. M\"ohring Georg Ch. Pflug and R\"udiger Schultz},
  Number                   = {05031},
  Series                   = {Dagstuhl Seminar Proceedings}
}