Simulation optimization using the cross-entropy method with optimal computing budget allocation
DOI10.1145/1667072.1667076zbMATH Open1386.65163OpenAlexW2078133463MaRDI QIDQ4635144FDOQ4635144
Segev Wasserkrug, Chun-Hung Chen, Donghai He, Loo Hay Lee, Michael C. Fu
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/235955/-1/01.pdf
estimation of distribution algorithmscross-entropy methodsimulation optimizationcomputing budget allocation
Cited In (8)
- Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- Computing efforts allocation for ordinal optimization and discrete event simulation
- An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
- Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
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