An asymptotic test of optimality conditions in multiresponse simulation optimization

INFORMS Journal on Computing

Volumn 24, Issue 1, 2012, Pages 53-65

  Angün, Ebru ^a   Kleijnen, Jack ^b  

^a GALATASARAY UNIVERSITY   (Turkey)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Black box simulation optimization; Simulation, design of experiments; Simulation, statistical analysis; White box simulation optimization

Indexed keywords

ASYMPTOTIC TESTS; DELTA METHOD; FIRST-ORDER; KARUSH KUHN TUCKERS; MULTIPLE RESPONSE; MULTIRESPONSE; NECESSARY OPTIMALITY CONDITION; NUMERICAL RESULTS; OPTIMALITY CONDITIONS; RANDOM SIMULATION; SERVICE LEVEL CONSTRAINT; SIMULATION OPTIMIZATION; WALD'S STATISTIC;

COMPUTER SIMULATION; DESIGN OF EXPERIMENTS; STATISTICAL TESTS;

OPTIMIZATION;

EID: 84862006709     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1100.0438     Document Type: Article

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