Handbook of simulation optimization
From MaRDI portal
Publication:482479
DOI10.1007/978-1-4939-1384-8zbMath1303.90004OpenAlexW600148761MaRDI QIDQ482479
No author found.
Publication date: 30 December 2014
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-1384-8
Management decision making, including multiple objectives (90B50) Collections of articles of miscellaneous specific interest (00B15) General applied mathematics (00A69) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) General theory of simulation (00A72)
Related Items (53)
A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties ⋮ Finding Feasible Systems for Subjective Constraints Using Recycled Observations ⋮ ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization ⋮ Frameworks and results in distributionally robust optimization ⋮ A robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimization ⋮ Green nested simulation via likelihood ratio: applications to longevity risk management ⋮ A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization ⋮ Computing Sensitivities for Distortion Risk Measures ⋮ Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information ⋮ Single observation adaptive search for discrete and continuous stochastic optimization ⋮ Surgery Sequencing Coordination with Recovery Resource Constraints ⋮ Increasing the efficiency in integer simulation optimization: reducing the search space through data envelopment analysis and orthogonal arrays ⋮ Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints ⋮ Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso ⋮ Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method ⋮ A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search ⋮ A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department ⋮ Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts ⋮ Bidding to procure supply in newsvendor networks ⋮ A neural network approach to performance analysis of tandem lines: the value of analytical knowledge ⋮ Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise ⋮ Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization ⋮ Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control ⋮ Efficient Ranking and Selection in Parallel Computing Environments ⋮ Gradient subspace approximation: a direct search method for memetic computing ⋮ Unnamed Item ⋮ Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation ⋮ Faster Kriging: Facing High-Dimensional Simulators ⋮ Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Data-Driven Decisions for Problems with an Unspecified Objective Function ⋮ Simple Bayesian Algorithms for Best-Arm Identification ⋮ Optimising the barrier coverage of a wireless sensor network with hub-and-spoke topology using mathematical and simulation models ⋮ Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework ⋮ PyMOSO: Software for Multiobjective Simulation Optimization with R-PERLE and R-MinRLE ⋮ Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs ⋮ On variance reduction for stochastic smooth convex optimization with multiplicative noise ⋮ Variance reduction for sequential sampling in stochastic programming ⋮ Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection ⋮ Hybrid DES-PSO framework for the design of commuters' circulation space at multimodal transport interchange ⋮ Stochastic optimization with adaptive restart: a framework for integrated local and global learning ⋮ An extended two-stage sequential optimization approach: properties and performance ⋮ Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty ⋮ A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods ⋮ Unnamed Item ⋮ Stochastic polynomial optimization ⋮ Эффективная вычислительная процедура альтернансного метода оптимизации ⋮ A Flocking-Based Approach for Distributed Stochastic Optimization ⋮ A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters ⋮ A multiobjective stochastic simulation optimization algorithm ⋮ Simulation methods for robust risk assessment and the distorted mix approach ⋮ Selecting the Best Alternative Based on Its Quantile ⋮ Augmented probability simulation methods for sequential games
This page was built for publication: Handbook of simulation optimization
