Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms-Reference-Cited by-同舟云学术

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Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms

Published:1997-09 Issue:2 Volume:101 Page:245-260
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Futschik A.,Pflug G.Ch.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference14 articles.

1. Simulated Annealing and Boltzmann Machines;Aarts,1989

2. Asymptotic Techniques for Use in Statistics;Barndorff-Nielsen,1989

3. Large Deviation Techniques in Decision, Simulation, and Estimation;Bucklew,1990

4. An algorithm for quadratic programming;Frank;Naval Research Logistics Quarterly,1956

5. Multi-armed Bandit Allocation Indices;Gittins,1989

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4. Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs;SIAM Journal on Optimization;2012-01

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