A Stochastic Simplex Approximate Gradient (StoSAG) for optimization under uncertainty - Fonseca, Rahul Rahul‐Mark; Chen, Bailian; Jansen, Jan Dirk; Reynolds, Albert (International journal for numerical methods in engineering, 2017)
Keywords: Algorithms; Approximate gradient; Ensemble optimization; Geology; Mathematical analysis; Mathematical models; Optimization; Robust optimization; Robustness (mathematics); Stochastic gradient; Stochasticity; StoSAG; Uncertainty