Pages that link to "Item:Q5943565"
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The following pages link to A modification of the stochastic ruler method for discrete stochastic optimization (Q5943565):
Displaying 15 items.
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation (Q439343) (← links)
- A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
- An agent-based stochastic ruler approach for a stochastic knapsack problem with sequential competition (Q1038300) (← links)
- Selecting the best stochastic system for large scale problems in DEDS. (Q1427727) (← links)
- Solution quality of random search methods for discrete stochastic optimization (Q1780464) (← links)
- Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
- Efficient optimization algorithms for surgical scheduling under uncertainty (Q2030301) (← links)
- An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization (Q2348379) (← links)
- Solving the vehicle routing problem with stochastic demands using the cross-entropy method (Q2485932) (← links)
- A new approach to discrete stochastic optimization problems (Q2488904) (← links)
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation (Q2491793) (← links)
- Penalty function with memory for discrete optimization via simulation with stochastic constraints (Q2795877) (← links)
- Discrete stochastic optimization using variants of the stochastic ruler method (Q4680429) (← links)
- A Method for Discrete Stochastic Optimization (Q4887769) (← links)
- An Asymptotically Optimal Set Approach for Simulation Optimization (Q5137434) (← links)
