A multiobjective stochastic simulation optimization algorithm
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Cites work
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- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Design and analysis of simulation experiments
- Efficient global optimization of expensive black-box functions
- Evolutionary optimisation of noisy multi-objective problems using confidence-based dynamic resampling
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Handbook of simulation optimization
- Handbooks in operations research and management science: Simulation
- Kriging for interpolation in random simulation
- Monte Carlo and quasi-Monte Carlo sampling
- Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
- Nonlinear multiobjective optimization
- On scalarizing functions in multiobjective optimization
- Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
- Stochastic kriging for simulation metamodeling
- Stochastic kriging with biased sample estimates
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- The effects of common random numbers on stochastic kriging metamodels
- Using Ranking and Selection to “Clean Up” after Simulation Optimization
- \(\epsilon\)-PAL: an active learning approach to the multi-objective optimization problem
Cited in
(10)- Pareto dominance based multiobjective cohort intelligence algorithm
- Sequential Approximate Multiobjective Optimization Using Computational Intelligence
- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- Pareto set estimation with guaranteed probability of correct selection
- Metamodel-based simulation optimization considering a single stochastic constraint
- Discrete conditional-expectation-based simulation optimization: methodology and applications
- Multi-objective ordinal optimization for simulation optimization problems
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- The weighted intruder path covering problem
- A survey on kriging-based infill algorithms for multiobjective simulation optimization
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