The following pages link to (Q3141922):
Displayed 50 items.
- Searching for important factors in simulation models with many factors: Sequential bifurcation (Q97659) (← links)
- Perturbation analysis and optimization of stochastic hybrid systems (Q629652) (← links)
- Infinitesimal perturbation analysis and optimization for make-to-stock manufacturing systems based on stochastic fluid models (Q853683) (← links)
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
- A simulation optimization method that considers uncertainty and multiple performance measures (Q872272) (← links)
- Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602) (← links)
- Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (Q931381) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- On-line control of the threshold policy parameter for multiclass systems (Q987613) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Rare event probabilities in stochastic networks (Q1022403) (← links)
- IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy (Q1023987) (← links)
- Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
- The sensitivity analysis of binary networks via simulation (Q1124722) (← links)
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
- Optimization and sensitivity analysis of computer simulation models by the score function method (Q1266612) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- On nonsmooth and discontinuous problems of stochastic systems optimization (Q1278955) (← links)
- Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization (Q1280941) (← links)
- Performance optimization of a class of discrete event dynamic systems using calculus of variations techniques (Q1289397) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Regenerative simulation of TES processes (Q1323530) (← links)
- Rare events in queueing systems -- A survey (Q1324094) (← links)
- Optimal load sharing in soft real-time systems using likelihood ratios (Q1335115) (← links)
- Convergence analysis of gradient descent stochastic algorithms (Q1359455) (← links)
- Sample-path optimization of convex stochastic performance functions (Q1363424) (← links)
- Differentiation formulas for probability functions: The transformation method (Q1363426) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Optimization of real-time multiserver system with two different channels and shortage of maintenance facilities. (Q1418590) (← links)
- Real-time multiserver and multichannel systems with shortage of maintenance crews. (Q1596982) (← links)
- Optimization via simulation: A review (Q1805482) (← links)
- Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation (Q1805493) (← links)
- Online IPA gradient estimators in stochastic continuous fluid models (Q1812063) (← links)
- Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound (Q1847179) (← links)
- On the asymptotics of constrained local \(M\)-estimators. (Q1848809) (← links)
- Perturbation analysis for production control and optimization of manufacturing systems (Q1888414) (← links)
- Sensitivity with respect to the underlying information in stochastic programs (Q1893966) (← links)
- Derivatives of probability functions and some applications (Q1896458) (← links)
- Sensitivity analysis of regenerative queuing models (Q1896700) (← links)
- Estimates and confidence intervals for importance sampling sensitivity analysis (Q1921102) (← links)
- A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue (Q1959118) (← links)
- Infinitesimal perturbation analysis in networks of stochastic flow models: general framework and case study of tandem networks with flow control (Q1959122) (← links)