Optimization of stochastic simulation models (Q1148796)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of stochastic simulation models |
scientific article |
Statements
Optimization of stochastic simulation models (English)
0 references
1980
0 references
stochastic simulation models
0 references
inequality constraints
0 references
deterministic objective function
0 references
random variables
0 references
complex system
0 references
unknown objective function
0 references
stochastic approximation approach
0 references
algorithm SAMOPT
0 references
equality constraints
0 references
