Balanced explorative and exploitative search with estimation for simulation optimization
From MaRDI portal
Publication:2901059
DOI10.1287/IJOC.1080.0309zbMATH Open1243.90153OpenAlexW2166812121MaRDI QIDQ2901059FDOQ2901059
Authors: Sigrún Andradóttir, Andrei A. Prudius 
Publication date: 28 July 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.1080.0309
Recommendations
- Adaptive random search for continuous simulation optimization
- Averaging frameworks for simulation optimization with applications to simulated annealing
- Simulation optimization using multi-time-scale adaptive random search
- Limit Theorems for Simulation-Based Optimization via Random Search
- Fitting Statistical Models of Random Search in Simulation Studies
Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)
Cited In (9)
- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- A simulated annealing technique for multi-objective simulation optimization
- Adaptive random search for continuous simulation optimization
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Approximating the objective function's gradient using perceptrons for constrained minimization with application in drag reduction
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Penalty function with memory for discrete optimization via simulation with stochastic constraints
Uses Software
This page was built for publication: Balanced explorative and exploitative search with estimation for simulation optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901059)
