Response surface methodology with stochastic constraints for expensive simulation

Journal of the Operational Research Society

Volumn 60, Issue 6, 2009, Pages 735-746

  Angun E ^a   Kleijnen, J ^b   Den Hertog, D ^b   Gurkan G ^a  

^a GALATASARAY UNIVERSITY   (Turkey)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Bootstrap; Iinterior point methods; Simulation; Stochastic optimization

Indexed keywords

COMPUTER SOFTWARE; ITERATIVE METHODS; STEEPEST DESCENT METHOD; STOCHASTIC SYSTEMS; SURFACE PROPERTIES;

BOOTSTRAP; POINT METHODS; RESPONSE SURFACE METHODOLOGY; SIMULATION; SIMULATION SOFTWARE PACKAGE; SIMULATION-BASED OPTIMIZATIONS; STOCHASTIC CONSTRAINTS; STOCHASTIC OPTIMIZATIONS;

OPTIMIZATION;

EID: 67449131720     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2602614     Document Type: Article

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