This is part of ongoing work with Professor Felisa Vázquez-Abad of Hunter College. This is the preliminary draft submitted for the WODES 2016 conference. The particularly tricky bit this time around was our decision to use a less trivial example scenario: instead of just a deterministic function plus a normally distributed noise term, we chose to construct a more complicated stochastic function. Crucially, since we wanted to speak to the usefulness of gradient estimation, we wanted a function where IPA derivative estimation could be used.
This is a significant generalization of my earlier stochastic optimization efforts. I presented as an author at the INFORMS 2015 Annual Conference in Philadelphia.
This is a companion piece to a piece of research currently being done by Christina Zamfirescu of Hunter College about automated survey construction. As cited in the Electronic Journal of Statistics: Electron. J. Statist. 9 (2015), no. 2, 2202–2254. doi:10.1214/15-EJS1067.
Research done through Felisa Vazquez-Abad at Hunter College on stochastic optimization algorithms to solve a particular transit problem. Based off work presented at the INFORMS 2013 Winter Simulation Conference.