A global optimization heuristic for estimating agent based models

Computational Statistics and Data Analysis

Volumn 42, Issue 3, 2003, Pages 299-312

  Gilli, M ^a   Winker, P ^b  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b International University in Germany   (Germany)

Author keywords

Agent based models; Global optimization; Indirect estimation; Simplex algorithm; Threshold accepting; Validation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; ESTIMATION; FUNCTIONS; HEURISTIC METHODS; MONTE CARLO METHODS; OPTIMIZATION;

STOCHASTIC APPROXIMATION;

RANDOM PROCESSES;

OPTIMIZATION;

EID: 0037471364     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00214-1     Document Type: Article

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