Handbooks in operations research and management science: Simulation
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Publication:3523239
zbMATH Open1170.90300MaRDI QIDQ3523239FDOQ3523239
Authors:
Publication date: 2 September 2008
Full work available at URL: http://www.sciencedirect.com/science/book/9780444514288
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Cited In (only showing first 100 items - show all)
- Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings
- Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization
- Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
- Optimal learning with local nonlinear parametric models over continuous designs
- Handbook of Real‐World Applications in Modeling and Simulation
- Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach
- Paths and trails in edge-colored weighted graphs
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- Pruning inferior systems using subjective constraints with sequentially added thresholds
- Cover-time Gumbel fluctuations in finite-range, symmetric, irreducible random walks on torus
- Selection of the best in the presence of subjective stochastic constraints
- Dynamic simulation metamodeling using Mars: a case of radar simulation
- Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure
- Determining the failure probability gradient of the rank-structure system by the fast simulation method
- Modelling human network behaviour using simulation and optimization tools: the need for hybridization
- Variance reduction for sequential sampling in stochastic programming
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint
- Bayesian exploration for approximate dynamic programming
- Imaging in random media with convex optimization
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
- An improved averaged two-replication procedure with Latin hypercube sampling
- Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
- Technical note—Knowledge gradient for selection with covariates: Consistency and computation
- Simulation Techniques in Operations Research—A Review
- Stopping rules for selecting the optimal subset
- Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling
- A reactive simheuristic using online data for a real‐life inventory routing problem with stochastic demands
- Rare-event analysis and simulation of queues with time-varying rates
- Gradient estimation for smooth stopping criteria
- On the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacement
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- Likelihood ratio gradient estimation for steady-state parameters
- Efficient multiple control variate method with applications to exotic option pricing
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
- Title not available (Why is that?)
- A matheuristic for tactical locomotive and driver scheduling for the swiss national railway company SBB Cargo AG
- Ex vivo experiments shed light on the innate immune response from influenza virus
- Information theory for ranking and selection
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection
- Efficient simulation designs for valuation of large variable annuity portfolios
- Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments
- Four Canadian Contributions to Stochastic Modeling
- Simultaneous predictive maintenance and inventory policy in a continuously monitoring system using simulation optimization
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Improving the quality of generative models through Smirnov transformation
- Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse Regression
- Efficient optimization in stochastic production planning problems with product substitution
- The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
- Single Observation Adaptive Search for Continuous Simulation Optimization
- Adaptive sampling line search for local stochastic optimization with integer variables
- A simulation optimization approach for a two-echelon inventory system with service level constraints
- Considering sample means in Rinott's procedure with a Bayesian approach
- A lexicographic approach for the bi-objective selective pickup and delivery problem with time windows and paired demands
- Probabilistic divide-and-conquer: deterministic second half
- The variance constant for continuous-time level dependent quasi-birth-and-death processes
- Uniformly efficient simulation for extremes of Gaussian random fields
- 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
- Constrained optimization in expensive simulation: novel approach
- Excessive backlog probabilities of two parallel queues
- The local time method for targeting and selection
- Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
- Title not available (Why is that?)
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
- 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
- Selecting the best simulated system with weighted control-variate estimators
- Importance sampling algorithms for first passage time probabilities in the infinite server queue
- Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
- Genetic-algorithm-based simulation optimization considering a single stochastic constraint
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
- Stochastic simulation: Algorithms and analysis
- Denoising Monte Carlo sensitivity estimates
- A combined statistical selection procedure measured by the expected opportunity cost
- Regression and Kriging metamodels with their experimental designs in simulation: a review
- On sampling rates in simulation-based recursions
- A direct search method for unconstrained quantile-based simulation optimization
- A two-step gradient estimation approach for setting supply chain operating parameters
- A multiobjective stochastic simulation optimization algorithm
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- The cross-entropy method with patching for rare-event simulation of large Markov chains
- A participatory budget model under uncertainty
- Imperialist competitive algorithm with dynamic parameter adaptation using fuzzy logic applied to the optimization of mathematical functions
- Simulation optimization in security screening systems subject to budget and waiting time constraints
- Advancing the frontiers of simulation. A Festschrift in honor of George Samuel Fishman
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions
- Coupling from the past with randomized quasi-Monte Carlo
- Timetabling optimization of a mixed double- and single-tracked railway network
- Controlled sequential factorial design for simulation factor screening
- Simulation-based transfer function modeling for transient analysis of general queueing systems
- A simulation-based decision support system for a multi-echelon inventory problem with service level constraints
- Hybrid genetic algorithm with multiparents crossover for job shop scheduling problems
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- A quantile-based approach to system selection
- Ranking and Selection with Covariates for Personalized Decision Making
- Approximation of excessive backlog probabilities of two tandem queues
- Simple Bayesian algorithms for best-arm identification
- Handbook of simulation optimization
- A simple method for rejection sampling efficiency improvement on SIMT architectures
- Metamodel-based simulation optimization considering a single stochastic constraint
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