A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization

European Journal of Operational Research

Volumn 174, Issue 3, 2006, Pages 1802-1815

  Alkhamis, Talal M ^a   Ahmed, Mohamed A ^a  

^a KUWAIT UNIVERSITY   (Kuwait)

Author keywords

Hooke and Jeeves; Likelihood ratio performance extrapolation; Simulation optimization

Indexed keywords

COMPUTATION THEORY; COMPUTER SIMULATION; EXTRAPOLATION; MONTE CARLO METHODS; OPTIMIZATION; PATTERN RECOGNITION; PERFORMANCE; PROBLEM SOLVING; RANDOM PROCESSES;

HOOKE AND JEEVES; HOOKE AND JEEVES ALGORITHMS (HJ); LIKELIHOOD RATIO PERFORMANCE EXTRAPOLATIONS; SIMULATION OPTIMIZATIONS;

ALGORITHMS;

EID: 33746786491     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.04.032     Document Type: Article

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