Gradient-based simulation optimization under probability constraints-Reference-Cited by-同舟云学术

Gradient-based simulation optimization under probability constraints

Published:2011-07 Issue:2 Volume:212 Page:345-351
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Andrieu Laetitia,Cohen Guy,Vázquez-Abad Felisa J.

Publisher

Elsevier BV

Subject

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

Reference15 articles.

1. Andrieu, L., Cohen, G., Vázquez-Abad, F.J., 2007. Stochastic Optimization With Probability Constraints. http://arxiv.org/abs/0708.0281.

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4. Stochastic gradient estimation;Fu,2008

5. Measure valued differentiation for Markov chains;Heidergott;Journal of Optimization, Theory and Applications,2008

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