Augmented simulation methods for discrete stochastic optimization with recourse
Author:
Funder
Texas State University
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-020-03836-w.pdf
Reference47 articles.
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3. Alrefaei, M., & Andradóttir, S. (2005). Discrete stochastic optimization using variants of the stochastic ruler method. Naval Research Logistics, 52, 344–360.
4. Amaran, S., Sahinidis, N. V., Sharda, B., & Bury, S. J. (2016). Simulation optimization: A review of algorithms and applications. Annals of Operations Research, 240(1), 351–380.
5. Barker, A. (1965). Monte Carlo calculations of the radial distribution functions for a proton-electron plasma. Australian Journal of Physics, 18, 119–133.
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