-
1
-
-
0032276811
-
A review of simulation optimization techniques
-
ed. D. Medeiros, E. Watson, J. S. Carson, and M. S. Manivannan
-
Andradóttir, S. 1998. A review of simulation optimization techniques. In Proceedings of the 1998 Winter Simulation Conference, ed. D. Medeiros, E. Watson, J. S. Carson, and M. S. Manivannan, 151-158.
-
(1998)
Proceedings of the 1998 Winter Simulation Conference
, pp. 151-158
-
-
Andradóttir, S.1
-
2
-
-
0033307337
-
Simulation optimization methodologies
-
ed. P. A. Farrington, H. Black Nembhard, D. T. Sturrock, and G. W. Evans
-
Azadivar, F. 1999. Simulation optimization methodologies. In Proceedings of the 1999 Winter Simulation Conference, ed. P. A. Farrington, H. Black Nembhard, D. T. Sturrock, and G. W. Evans, 93-100.
-
(1999)
Proceedings of the 1999 Winter Simulation Conference
, pp. 93-100
-
-
Azadivar, F.1
-
3
-
-
33745712333
-
Convergence theory for nonconvex stochastic programming with an application to mixed logit
-
Bastin, F., C. Cirillo, and P. L. Toint. 2007. Convergence theory for nonconvex stochastic programming with an application to mixed logit. Mathematical Programming 108:207-234.
-
(2007)
Mathematical Programming
, vol.108
, pp. 207-234
-
-
Bastin, F.1
Cirillo, C.2
Toint, P.L.3
-
5
-
-
0035277501
-
Stochastic root finding via retrospective approximation
-
Chen, H., and B. W. Schmeiser. 2001. Stochastic root finding via retrospective approximation. IIE Transactions 33:259-275.
-
(2001)
IIE Transactions
, vol.33
, pp. 259-275
-
-
Chen, H.1
Schmeiser, B.W.2
-
6
-
-
0025417457
-
Convergence of the GI/G/1 queue using infinitesimal perturbation analysis
-
Fu, M. C. 1990. Convergence of the GI/G/1 queue using infinitesimal perturbation analysis. Journal of Optimization Theory and Applications 65:149-160.
-
(1990)
Journal of Optimization Theory and Applications
, vol.65
, pp. 149-160
-
-
Fu, M.C.1
-
7
-
-
34249770616
-
Optimization via simulation: A review
-
Fu, M. C. 1994. Optimization via simulation: a review. Annals of Operations Research 53:199-247.
-
(1994)
Annals of Operations Research
, vol.53
, pp. 199-247
-
-
Fu, M.C.1
-
8
-
-
0012260296
-
Optimization for simulation: Theory vs. practice
-
Fu, M. C. 2002. Optimization for simulation: theory vs. practice. INFORMS Journal on Computing 14:192-215.
-
(2002)
INFORMS Journal on Computing
, vol.14
, pp. 192-215
-
-
Fu, M.C.1
-
9
-
-
33846679442
-
Simulation optimization: A review, new developments and applications
-
ed. M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines
-
Fu, M. C., F. Glover, and J. April. 2005. Simulation optimization: A review, new developments and applications. In Proceedings of the 2005 Winter Simulation Conference, ed. M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, 83-95.
-
(2005)
Proceedings of the 2005 Winter Simulation Conference
, pp. 83-95
-
-
Fu, M.C.1
Glover, F.2
April, J.3
-
10
-
-
0030402221
-
A comparison of perturbation analysis techniques
-
ed. J. M. Charnes, D. J. Morrice, D. T. Brunner, and J. J. Swain
-
Fu, M. C., and J.-Q. Hu. 1996. A comparison of perturbation analysis techniques. In Proceedings of the 1996 Winter Simulation Conference, ed. J. M. Charnes, D. J. Morrice, D. T. Brunner, and J. J. Swain, 295-301.
-
(1996)
Proceedings of the 1996 Winter Simulation Conference
, pp. 295-301
-
-
Fu, M.C.1
Hu, J.-Q.2
-
14
-
-
0033078588
-
Multi-resource investment stragies: Operational hedging under demand uncertainty
-
Harrison, J. M., and J. A. Van Mieghem. 1999. Multi-resource investment stragies: Operational hedging under demand uncertainty. European Journal of Operational Research 113:17-29.
-
(1999)
European Journal of Operational Research
, vol.113
, pp. 17-29
-
-
Harrison, J.M.1
Van Mieghem, J.A.2
-
15
-
-
0026365220
-
Retrospective simulation response optimization
-
ed. B. L. Nelson, W. D. Kelton, and G. Clark
-
Healy, K., and L. W. Schruben. 1991. Retrospective simulation response optimization. In Proceedings of the 1991 Winter Simulation Conference, ed. B. L. Nelson, W. D. Kelton, and G. Clark, 901-907.
-
(1991)
Proceedings of the 1991 Winter Simulation Conference
, pp. 901-907
-
-
Healy, K.1
Schruben, L.W.2
-
16
-
-
46149121425
-
-
Henderson, S. G., and B. L. Nelson. (Eds.) 2006. Handbook of simulation. Elsevier. Forthcoming.
-
Henderson, S. G., and B. L. Nelson. (Eds.) 2006. Handbook of simulation. Elsevier. Forthcoming.
-
-
-
-
17
-
-
0001079593
-
Stochastic estimation of the maximum of a regression function
-
Kiefer, J., and J. Wolfowitz. 1952. Stochastic estimation of the maximum of a regression function. Annals of Mathematical Statistics 23:462-466.
-
(1952)
Annals of Mathematical Statistics
, vol.23
, pp. 462-466
-
-
Kiefer, J.1
Wolfowitz, J.2
-
20
-
-
0000997790
-
A unified view of the IPA, SF and LR gradient estimation techniques
-
L'Ecuyer, P. 1991. A unified view of the IPA, SF and LR gradient estimation techniques. Management Science 36:1364-1383.
-
(1991)
Management Science
, vol.36
, pp. 1364-1383
-
-
L'Ecuyer, P.1
-
21
-
-
0011744299
-
On the interchange of derivative and expectation for likelihood ratio derivative estimators
-
L'Ecuyer, P. 1995. On the interchange of derivative and expectation for likelihood ratio derivative estimators. Management Science 41:738-748.
-
(1995)
Management Science
, vol.41
, pp. 738-748
-
-
L'Ecuyer, P.1
-
22
-
-
0028546691
-
Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
-
L'Ecuyer, P., and P. W. Glynn. 1994. Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state. Management Science 40:1562-1578.
-
(1994)
Management Science
, vol.40
, pp. 1562-1578
-
-
L'Ecuyer, P.1
Glynn, P.W.2
-
23
-
-
0001577860
-
On the convergence rates of IPA and FDC derivative estimators
-
L'Ecuyer, P., and G. Perron. 1994. On the convergence rates of IPA and FDC derivative estimators. Operations Research 42(4):643-656.
-
(1994)
Operations Research
, vol.42
, Issue.4
, pp. 643-656
-
-
L'Ecuyer, P.1
Perron, G.2
-
24
-
-
0001621211
-
Sample-path optimization of convex stochastic performance functions
-
Plambeck, E. L., B.-R. Fu, S. M. Robinson, and R. Suri. 1996. Sample-path optimization of convex stochastic performance functions. Mathematical Programming 75:137-176.
-
(1996)
Mathematical Programming
, vol.75
, pp. 137-176
-
-
Plambeck, E.L.1
Fu, B.-R.2
Robinson, S.M.3
Suri, R.4
-
29
-
-
0043224019
-
A Newton-Raphson version of the multivariate Robbins-Monro procedure
-
Ruppert, D. 1985. A Newton-Raphson version of the multivariate Robbins-Monro procedure. Annals of Statistics 13:236-245.
-
(1985)
Annals of Statistics
, vol.13
, pp. 236-245
-
-
Ruppert, D.1
-
30
-
-
0000228107
-
Asymptotic behavior of optimal solutions in stochastic programming
-
Shapiro, A. 1993. Asymptotic behavior of optimal solutions in stochastic programming. Mathematics of Operations Research 18:829-845.
-
(1993)
Mathematics of Operations Research
, vol.18
, pp. 829-845
-
-
Shapiro, A.1
-
31
-
-
28044445224
-
Monte Carlo sampling methods
-
ed. A. Ruszczynski and A. Shapiro, Handbooks in Operations Research and Management Science. Elsevier
-
Shapiro, A. 2003. Monte Carlo sampling methods. In Stochastic Programming, ed. A. Ruszczynski and A. Shapiro, Handbooks in Operations Research and Management Science. Elsevier.
-
(2003)
Stochastic Programming
-
-
Shapiro, A.1
-
32
-
-
0036768955
-
Newsvendor networks: Inventory management and capacity investment with discretionarty activities
-
Van Mieghem, J. A., and N. Rudi. 2002. Newsvendor networks: Inventory management and capacity investment with discretionarty activities. Manufacturing and Service Operations Management 4(4):313-335.
-
(2002)
Manufacturing and Service Operations Management
, vol.4
, Issue.4
, pp. 313-335
-
-
Van Mieghem, J.A.1
Rudi, N.2
-
33
-
-
0011394477
-
Convergence rates of finite-difference sensitivity estimates for stochastic systems
-
Zazanis, M. A., and R. Suri. 1993. Convergence rates of finite-difference sensitivity estimates for stochastic systems. Operations Research 41:694-703.
-
(1993)
Operations Research
, vol.41
, pp. 694-703
-
-
Zazanis, M.A.1
Suri, R.2
|