Stochastically Constrained Ranking and Selection via SCORE (Q5270725)
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scientific article; zbMATH DE number 6738118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastically Constrained Ranking and Selection via SCORE |
scientific article; zbMATH DE number 6738118 |
Statements
Stochastically Constrained Ranking and Selection via SCORE (English)
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30 June 2017
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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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