Efficient Dynamic Simulation Allocation in Ordinal Optimization

DOI10.1109/TAC.2006.884993zbMath1366.90145MaRDI QIDQ5282004

Michael C. Fu, Donghai He, Chun-Hung Chen

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39)

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