Handbook of simulation optimization
DOI10.1007/978-1-4939-1384-8zbMATH Open1303.90004OpenAlexW600148761MaRDI QIDQ482479FDOQ482479
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Publication date: 30 December 2014
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-1384-8
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Cited In (67)
- Handbook of Real‐World Applications in Modeling and Simulation
- A solution method for stochastic multilevel programming problems. A systematic sampling evolutionary approach
- An introduction to multiobjective simulation optimization
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
- A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems
- The ambulance diversion phenomenon in an emergency department network: a case study
- Stochastic approximation for multi-period simulation optimization with streaming input data
- Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts
- A neural network approach to performance analysis of tandem lines: the value of analytical knowledge
- Framework for robust design optimization of tuned mass dampers by stochastic subset optimization
- Generation of mathematical programming representations for discrete event simulation models of timed Petri nets
- Re-use of samples in stochastic annealing
- A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization
- Computing Sensitivities for Distortion Risk Measures
- Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information
- Optimal learning with local nonlinear parametric models over continuous designs
- A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department
- Augmented probability simulation methods for sequential games
- Stochastic polynomial optimization
- Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection
- Bidding to procure supply in newsvendor networks
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Hybrid DES-PSO framework for the design of commuters' circulation space at multimodal transport interchange
- Optimising the barrier coverage of a wireless sensor network with hub-and-spoke topology using mathematical and simulation models
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- A simulation optimization approach for the appointment scheduling problem with decision-dependent uncertainties
- Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method
- Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
- Variance reduction for sequential sampling in stochastic programming
- Effective computational procedure of the alternance optimization method
- A flocking-based approach for distributed stochastic optimization
- Stochastic optimization with adaptive restart: a framework for integrated local and global learning
- An extended two-stage sequential optimization approach: properties and performance
- Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
- A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods
- Surgery sequencing coordination with recovery resource constraints
- Input-output uncertainty comparisons for discrete optimization via simulation
- A multiobjective stochastic simulation optimization algorithm
- Granular computational homogenisation of composite structures with imprecise parameters
- Single observation adaptive search for discrete and continuous stochastic optimization
- Handbooks in operations research and management science: Simulation
- Simulation-based optimization. Parametric optimization techniques and reinforcement learning
- Handbook of applied optimization
- PyMOSO: Software for Multiobjective Simulation Optimization with R-PERLE and R-MinRLE
- Simple Bayesian algorithms for best-arm identification
- Green nested simulation via likelihood ratio: applications to longevity risk management
- Guest editorial
- Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
- Increasing the efficiency in integer simulation optimization: reducing the search space through data envelopment analysis and orthogonal arrays
- Selecting the best alternative based on its quantile
- Data-driven decisions for problems with an unspecified objective function
- Finding Feasible Systems for Subjective Constraints Using Recycled Observations
- Faster Kriging: facing high-dimensional simulators
- Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework
- Simulation-based optimization: Parametric optimization techniques and reinforcement learning
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Gradient subspace approximation: a direct search method for memetic computing
- An agent-based model of consumer choice. An evaluation of the strategy of pricing and advertising
- Frameworks and results in distributionally robust optimization
- A robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimization
- Efficient ranking and selection in parallel computing environments
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Simulation methods for robust risk assessment and the distorted mix approach
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
- Single Observation Adaptive Search for Continuous Simulation Optimization
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