Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
type: Item
instance of: scholarly article
title: Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
zbMATH Open document ID: 0946.90040
author: Nathan L. Kleinman
author: James C. Spall
author: Daniel Q. Naiman
published in: Management Science
publication date: 2000-04-27T00:00:00Z
Mathematics Subject Classification ID: 90B99
zbMATH DE Number: 1437480
zbMATH Keywords: common random numbers
zbMATH Keywords: simultaneous perturbation stochastic approximation
zbMATH Keywords: finite difference stochastic approximation
zbMATH Keywords: discrete event dynamic systems
MaRDI profile type: Publication
full work available at URL: mnsc.45.11.1570
OpenAlex ID: W2157017986
DOI: 10.1287/MNSC.45.11.1570
description: scientific article; zbMATH DE number 1437480