Publication:3523239

From MaRDI portal


zbMath1170.90300MaRDI QIDQ3523239

No author found.

Publication date: 2 September 2008

Full work available at URL: http://www.sciencedirect.com/science/book/9780444514288


90Cxx: Mathematical programming

91Bxx: Mathematical economics

90-00: General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to operations research and mathematical programming

90Bxx: Operations research and management science

91-00: General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance


Related Items

Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces, Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions, Approximation of excessive backlog probabilities of two tandem queues, Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models, On Sampling Rates in Simulation-Based Recursions, Efficient Ranking and Selection in Parallel Computing Environments, The variance constant for continuous-time level dependent quasi-birth-and-death processes, Uniformly efficient simulation for extremes of Gaussian random fields, Unnamed Item, A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters, The Local Time Method for Targeting and Selection, Bayesian Exploration for Approximate Dynamic Programming, Efficient Sampling Allocation Procedures for Optimal Quantile Selection, Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach, Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments, Unnamed Item, Efficient multiple control variate method with applications to exotic option pricing, Ranking and Selection with Covariates for Personalized Decision Making, Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination, Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization, Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures, Likelihood Ratio Gradient Estimation for Steady-State Parameters, Faster Kriging: Facing High-Dimensional Simulators, Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference, Tractable Sampling Strategies for Ordinal Optimization, Single Observation Adaptive Search for Continuous Simulation Optimization, Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space, Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings, Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios, Simple Bayesian Algorithms for Best-Arm Identification, Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling, Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure, Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations, Random volumes in d-dimensional polytopes, Variational approach to rare event simulation using least-squares regression, Imaging in Random Media with Convex Optimization, Simulation optimization: a review of algorithms and applications, Genetic-algorithm-based simulation optimization considering a single stochastic constraint, A direct search method for unconstrained quantile-based simulation optimization, A participatory budget model under uncertainty, A simulation-based decision support system for a multi-echelon inventory problem with service level constraints, Selecting the best simulated system with weighted control-variate estimators, Denoising Monte Carlo sensitivity estimates, The cross-entropy method with patching for rare-event simulation of large Markov chains, Continuous optimization via simulation using golden region search, Coupling from the past with randomized quasi-Monte Carlo, Timetabling optimization of a mixed double- and single-tracked railway network, Sharp asymptotics for large portfolio losses under extreme risks, Controlled sequential factorial design for simulation factor screening, Constrained optimization in expensive simulation: novel approach, A quantile-based approach to system selection, Importance sampling algorithms for first passage time probabilities in the infinite server queue, Statistical testing of optimality conditions in multiresponse simulation-based optimization, A combined statistical selection procedure measured by the expected opportunity cost, A two-step gradient estimation approach for setting supply chain operating parameters, Imperialist competitive algorithm with dynamic parameter adaptation using fuzzy logic applied to the optimization of mathematical functions, Hybrid genetic algorithm with multiparents crossover for job shop scheduling problems, A new approach to reducing search space and increasing efficiency in simulation optimization problems via the fuzzy-DEA-BCC, A lexicographic approach for the bi-objective selective pickup and delivery problem with time windows and paired demands, Optimising the barrier coverage of a wireless sensor network with hub-and-spoke topology using mathematical and simulation models, Linear stochastic fluid networks: rare-event simulation and Markov modulation, Regression and Kriging metamodels with their experimental designs in simulation: a review, Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise, On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes, Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization, Simulation-based transfer function modeling for transient analysis of general queueing systems, Considering sample means in Rinott's procedure with a Bayesian approach, A simple method for rejection sampling efficiency improvement on SIMT architectures, Adaptive sampling line search for local stochastic optimization with integer variables, The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability \(n\)-simplex, Rare-event analysis and simulation of queues with time-varying rates, Excessive backlog probabilities of two parallel queues, Dynamic simulation metamodeling using Mars: a case of radar simulation, Variance reduction for sequential sampling in stochastic programming, Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint, Controlled multistage selection procedures for comparison with a standard, Neural network metamodeling for cycle time-throughput profiles in manufacturing, A multiobjective stochastic simulation optimization algorithm, Paths and trails in edge-colored weighted graphs, A simulation optimization approach for a two-echelon inventory system with service level constraints, Probabilistic divide-and-conquer: deterministic second half, An improved averaged two-replication procedure with Latin hypercube sampling, Error rates and improved algorithms for rare event simulation with heavy Weibull tails, Ranking and selection for multiple performance measures using incomplete preference information, Optimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion Stability, Unnamed Item, Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs, Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation