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

Fabian Bastin. An adaptive trust-region approach for nonlinear stochastic optimisation with an application in discrete choice theory. In Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz, editors, Algorithms for Optimization with Incomplete Information, 16.-21. January 2005. Volume 05031 of Dagstuhl Seminar Proceedings, Internationales Begegnungs- und Forschungszentrum für Informatik (IBFI), Schloss Dagstuhl, Germany, 2005. [doi]

Abstract

Abstract is missing.