Stochastically Constrained Ranking and Selection via SCORE (Q5270725)

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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

    title
    Stochastically Constrained Ranking and Selection via SCORE (English)
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    author
    Raghu Pasupathy
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    Susan R. Hunter
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    Loo Hay Lee
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    Chun-Hung Chen
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    publication date
    30 June 2017
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1145/2630066
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    Mathematics Subject Classification ID
    65K05
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    65C05
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    90C15
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    zbMATH DE Number
    6738118
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    OpenAlex ID
    W2033413738
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