Optimization of stochastic simulation models (Q1148796): Difference between revisions
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scientific article
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English | Optimization of stochastic simulation models |
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Optimization of stochastic simulation models (English)
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1980
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stochastic simulation models
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inequality constraints
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deterministic objective function
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random variables
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complex system
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unknown objective function
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stochastic approximation approach
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algorithm SAMOPT
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equality constraints
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