A new approach to discrete stochastic optimization problems

DOI10.1016/j.ejor.2004.11.006zbMath1111.90079MaRDI QIDQ2488904

Loo Hay Lee, Xiaocang Lin

Publication date: 16 May 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.11.006

zbMATH Keywords

Ordinal optimization; Nested partition search; Optimal computing budget allocation

Mathematics Subject Classification ID

90C15: Stochastic programming

90C27: Combinatorial optimization

90B80: Discrete location and assignment

Related Items

A general framework on the simulation-based optimization under fixed computing budget

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