A direct search method for unconstrained quantile-based simulation optimization
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Cites work
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- scientific article; zbMATH DE number 1043533 (Why is no real title available?)
- A Simplex Method for Function Minimization
- A Stochastic Approximation Algorithm with Varying Bounds
- A Stochastic Approximation Method
- A comparison of quantile estimators
- A generalized quantile estimator
- A new distribution-free quantile estimator
- A quantile-based approach to system selection
- Approximation Theorems of Mathematical Statistics
- Convergence of the restricted Nelder-Mead algorithm in two dimensions
- Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
- Correlation-induction techniques for estimating quantiles in simulation experiments
- Estimating quantile sensitivities
- Gradient-based simulation optimization under probability constraints
- Handbooks in operations research and management science: Simulation
- Implementing the Nelder-Mead simplex algorithm with adaptive parameters
- Introduction to Stochastic Search and Optimization
- Lectures on Stochastic Programming
- Nelder-Mead Simplex Modifications for Simulation Optimization
- Response surface methodology. Process and product optimization using designed experiments
- Stochastic Estimation of the Maximum of a Regression Function
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Stochastic approximation algorithms for constrained optimization via simulation
- Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
- Testing Unconstrained Optimization Software
Cited in
(4)- An efficient simulation optimization method for the generalized redundancy allocation problem
- Gradient-based simulation optimization under probability constraints
- Discrete conditional-expectation-based simulation optimization: methodology and applications
- Biobjective robust simulation-based optimization for unconstrained problems
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