Global-local metamodel-assisted stochastic programming via simulation

DOI10.1145/3411080zbMATH Open1542.90137MaRDI QIDQ6584550FDOQ6584550

Authors: Wei Xie, Yuan Yi, Hua Zheng 

Publication date: 8 August 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

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zbMATH Keywords

stochastic programmingsimulation optimizationdynamic decision makingtwo-stage optimizationGaussian process metamodel

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)

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