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Optimization of stochastic simulation models - MaRDI portal

Optimization of stochastic simulation models (Q1148796)

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scientific article; zbMATH DE number 3708104
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English
Optimization of stochastic simulation models
scientific article; zbMATH DE number 3708104

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    Optimization of stochastic simulation models (English)
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    1980
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    stochastic simulation models
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    inequality constraints
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    deterministic objective function
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    random variables
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    complex system
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    unknown objective function
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    stochastic approximation approach
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    algorithm SAMOPT
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    equality constraints
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