Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal
Publication:3523239

zbMath1170.90300MaRDI QIDQ3523239

No author found.

Publication date: 2 September 2008

Full work available at URL: http://www.sciencedirect.com/science/book/9780444514288

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Determining the failure probability gradient of the rank-structure system by the fast simulation methodSimultaneous predictive maintenance and inventory policy in a continuously monitoring system using simulation optimizationMetamodel-based simulation optimization considering a single stochastic constraintOn the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacementEfficient algorithms for calculating risk measures and risk contributions in copula credit risk modelsA matheuristic for tactical locomotive and driver scheduling for the swiss national railway company SBB Cargo AGThe restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability \(n\)-simplexGenetic-algorithm-based simulation optimization considering a single stochastic constraintRanking and selection for multiple performance measures using incomplete preference informationA combined statistical selection procedure measured by the expected opportunity costRare-event analysis and simulation of queues with time-varying ratesA direct search method for unconstrained quantile-based simulation optimizationA participatory budget model under uncertaintyUnnamed ItemOptimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous SpacesGradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functionsApproximation of excessive backlog probabilities of two tandem queuesA simulation-based decision support system for a multi-echelon inventory problem with service level constraintsA two-step gradient estimation approach for setting supply chain operating parametersUnnamed ItemImperialist competitive algorithm with dynamic parameter adaptation using fuzzy logic applied to the optimization of mathematical functionsEfficient multiple control variate method with applications to exotic option pricingHybrid genetic algorithm with multiparents crossover for job shop scheduling problemsRanking and Selection with Covariates for Personalized Decision MakingDynamic Sampling Allocation Under Finite Simulation Budget for Feasibility DeterminationPractical Nonparametric Sampling Strategies for Quantile-Based Ordinal OptimizationProbabilistic divide-and-conquer: deterministic second halfPosterior-Based Stopping Rules for Bayesian Ranking-and-Selection ProceduresStochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimizationSimulation-based transfer function modeling for transient analysis of general queueing systemsOptimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion StabilityThe cross-entropy method with patching for rare-event simulation of large Markov chainsOptimal Learning for Stochastic Optimization with Nonlinear Parametric Belief ModelsAn improved averaged two-replication procedure with Latin hypercube samplingGradient estimation for smooth stopping criteriaOvercoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learningTechnical note—Knowledge gradient for selection with covariates: Consistency and computationSimulation optimization in security screening systems subject to budget and waiting time constraintsEx vivo experiments shed light on the innate immune response from influenza virusContinuous optimization via simulation using golden region searchA reactive simheuristic using online data for a real‐life inventory routing problem with stochastic demandsCoupling from the past with randomized quasi-Monte CarloInformation theory for ranking and selectionTimetabling optimization of a mixed double- and single-tracked railway networkThe Modified-Half-Normal distribution: Properties and an efficient sampling schemeImproving the quality of generative models through Smirnov transformationPrior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse RegressionFour Canadian Contributions to Stochastic ModelingOn Sampling Rates in Simulation-Based RecursionsLikelihood Ratio Gradient Estimation for Steady-State ParametersEfficient Ranking and Selection in Parallel Computing EnvironmentsSelecting the best simulated system with weighted control-variate estimatorsDenoising Monte Carlo sensitivity estimatesUnnamed ItemExcessive backlog probabilities of two parallel queuesFaster Kriging: Facing High-Dimensional SimulatorsTechnical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian InferenceTractable Sampling Strategies for Ordinal OptimizationSingle Observation Adaptive Search for Continuous Simulation OptimizationA new approach to reducing search space and increasing efficiency in simulation optimization problems via the fuzzy-DEA-BCCGradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous SpaceSome Monotonicity Results for Stochastic Kriging Metamodels in Sequential SettingsEfficient Simulation Designs for Valuation of Large Variable Annuity PortfoliosA lexicographic approach for the bi-objective selective pickup and delivery problem with time windows and paired demandsDynamic simulation metamodeling using Mars: a case of radar simulationSimple Bayesian Algorithms for Best-Arm IdentificationMaximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic ModelingOptimising the barrier coverage of a wireless sensor network with hub-and-spoke topology using mathematical and simulation modelsSharp asymptotics for large portfolio losses under extreme risksOptimal Learning with Local Nonlinear Parametric Models over Continuous DesignsAlgorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection ProcedureLinear stochastic fluid networks: rare-event simulation and Markov modulationStationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based ApproximationsThe variance constant for continuous-time level dependent quasi-birth-and-death processesVariance reduction for sequential sampling in stochastic programmingSmoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpointConsidering sample means in Rinott's procedure with a Bayesian approachRegression and Kriging metamodels with their experimental designs in simulation: a reviewComparison of Kriging-based algorithms for simulation optimization with heterogeneous noiseControlled multistage selection procedures for comparison with a standardNeural network metamodeling for cycle time-throughput profiles in manufacturingComparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number GenerationUniformly efficient simulation for extremes of Gaussian random fieldsOn sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processesRandom volumes in d-dimensional polytopesError rates and improved algorithms for rare event simulation with heavy Weibull tailsSimulation optimization: a review of algorithms and applicationsA New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural ParametersA multiobjective stochastic simulation optimization algorithmThe Local Time Method for Targeting and SelectionBayesian Exploration for Approximate Dynamic ProgrammingA simple method for rejection sampling efficiency improvement on SIMT architecturesVariational approach to rare event simulation using least-squares regressionControlled sequential factorial design for simulation factor screeningConstrained optimization in expensive simulation: novel approachA quantile-based approach to system selectionEfficient Sampling Allocation Procedures for Optimal Quantile SelectionImportance sampling algorithms for first passage time probabilities in the infinite server queueStatistical testing of optimality conditions in multiresponse simulation-based optimizationPaths and trails in edge-colored weighted graphs




This page was built for publication: