Stochastic approximation for multi-period simulation optimization with streaming input data
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Publication:6639388
DOI10.1145/3617595zbMATH Open1548.90027MaRDI QIDQ6639388
Linyun He, Eunhye Song, Uday V. Shanbhag
Publication date: 15 November 2024
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
multi-period simulation optimizationmulti-period stochastic approximationsimulation optimization under input model risk
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Stochastic approximation (62L20) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)
Cites Work
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