Analysis of sample-path optimization

Mathematics of Operations Research

Volumn 21, Issue 3, 1996, Pages 513-528

  Robinson, Stephen M ^a  

^a University of Wisconsin Madison   (United States)

Author keywords

Common random numbers; M estimation; Retrospective optimization; Sample path optimization; Simulation optimization; Steady state function; Strong stochastic convexity

Indexed keywords

COMPUTER SIMULATION; CONSTRAINT THEORY; DYNAMIC PROGRAMMING; ESTIMATION; MATHEMATICAL TECHNIQUES; PROBLEM SOLVING; RANDOM PROCESSES;

RETROSPECTIVE OPTIMIZATION; SAMPLE PATH OPTIMIZATION; STEADY STATE FUNCTION; STOCHASTIC CONVEXITY;

OPTIMIZATION;

EID: 0030205012     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.3.513     Document Type: Article

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