Discrete conditional-expectation-based simulation optimization: methodology and applications
DOI10.1016/j.ejor.2021.11.005zbMath1490.90004OpenAlexW3213797690MaRDI QIDQ2076929
Song-Lin Lee, Robert Cuckler, Kuo-Hao Chang, Loo Hay Lee
Publication date: 22 February 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.11.005
simulationconditional expectationparticle swarm optimizationsimulation optimizationoptimal computing budget allocation
Statistical methods; risk measures (91G70) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)
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