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scientific article; zbMATH DE number 6738118
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English
Stochastically Constrained Ranking and Selection via SCORE
scientific article; zbMATH DE number 6738118

    Statements

    Stochastically Constrained Ranking and Selection via SCORE (English)
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    30 June 2017
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    constrained simulation optimization
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    ranking
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    selection
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    numerical examples
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    Monte Carlo estimators
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    bi-level optimization
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    algorithm
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