Global Optimization of Costly Nonconvex Functions, with Financial Applications. Hellström, T. & Holmström, K. Theory of Stochastic Processes, 7(23):121--141, 2001.
bibtex   
@article{ HellHol01,
  author = {Thomas Hellström and Kenneth Holmström},
  journal = {Theory of Stochastic Processes},
  number = {23},
  pages = {121--141},
  title = {Global Optimization of Costly Nonconvex Functions, with Financial Applications},
  volume = {7},
  year = {2001}
}
Downloads: 0