scientific article; zbMATH DE number 1114461

MaRDI QIDQ4377044zbMATH OpenFDO

Authors Gül Gürkan, A. Yonca Özge, Stephen M. Robinson

Publication date 8 February 1998

zbMATH Keywords

gradient estimationsample-path methodssimulationstochastic variational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Stochastic programming (90C15)

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Cited in

(5)

• Sample-path optimization of convex stochastic performance functions
• Sample-path solution of stochastic variational inequalities
• Analysis of Sample-Path Optimization
• A simulation optimization method that considers uncertainty and multiple performance measures
• Variable-number sample-path optimization

Describes a project that uses

Uses Software

• PATH Solver

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