Review of large-scale simulation optimization
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Cites work
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- Inexact Newton Methods
- Infinitesimal and finite perturbation analysis for queueing networks
- Kernel estimation of the Greeks for options with discontinuous payoffs
- Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments
- Large-Scale Inventory Optimization: A Recurrent Neural Networks–Inspired Simulation Approach
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- Learning representations by back-propagating errors
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- New method of stochastic approximation type
- On optimal allocation of indivisibles under uncertainty
- On the limited memory BFGS method for large scale optimization
- On the use of stochastic Hessian information in optimization methods for machine learning
- Optimal global rates of convergence for nonparametric regression
- Optimization for simulation: theory vs. practice
- Parallel Adaptive Survivor Selection
- Parallel Bayesian global optimization of expensive functions
- Pathwise estimation of probability sensitivities through terminating or steady-state simulations
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
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- Ranking and Selection with Covariates for Personalized Decision Making
- Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
- Rate of convergence of \(k\)-nearest-neighbor classification rule
- Response surface methodology with stochastic constraints for expensive simulation
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- Robust Stochastic Approximation Approach to Stochastic Programming
- Sample size selection in optimization methods for machine learning
- Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
- Sequential selection for accelerated life testing via approximate Bayesian inference
- Simulated Annealing for Convex Optimization
- Simulating sensitivities of conditional value at risk
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
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- Sparse grids and related approximation schemes for higher dimensional problems
- Speeding Up Paulson’s Procedure for Large-Scale Problems Using Parallel Computing
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- Stochastic Estimation of the Maximum of a Regression Function
- Stochastic localization methods for convex discrete optimization via simulation
- Sub-sampled Newton methods
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- What you should know about simulation and derivatives
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