Pages that link to "Item:Q4635177"
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The following pages link to Stochastic approximation algorithms for constrained optimization via simulation (Q4635177):
Displaying 14 items.
- Genetic-algorithm-based simulation optimization considering a single stochastic constraint (Q299850) (← links)
- A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
- Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization (Q523576) (← links)
- Sleeping experts and bandits approach to constrained Markov decision processes (Q901196) (← links)
- Constrained optimization in expensive simulation: novel approach (Q1038394) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization (Q1926785) (← links)
- On constrained simulation and optimization by Metropolis chains (Q1971384) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization (Q3098283) (← links)
- Stochastic Simulation on Integer Constraint Sets (Q4229472) (← links)
- (Q4377044) (← links)
- Limit Theorems for Simulation-Based Optimization via Random Search (Q4635221) (← links)
- Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549) (← links)
