Simulation-based optimization by new stochastic approximation algorithm
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Cites work
- scientific article; zbMATH DE number 4170678 (Why is no real title available?)
- A Modified Quasi‐Newton Method for Optimization in Simulation
- A Scaled Stochastic Approximation Algorithm
- A Stochastic Approximation Method
- A combined direction stochastic approximation algorithm
- Accelerated Stochastic Approximation
- Accelerated Stochastic Approximation
- Adaptive stochastic approximation by the simultaneous perturbation method
- Analysis of Sample-Path Optimization
- Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
- Introduction to Stochastic Search and Optimization
- Multidimensional Stochastic Approximation Methods
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Nelder-Mead Simplex Modifications for Simulation Optimization
- New combinatorial direction stochastic approximation algorithms
- On Asymptotic Normality in Stochastic Approximation
- Optimization via simulation: A review
- Stochastic Estimation of the Maximum of a Regression Function
- Testing Unconstrained Optimization Software
Cited in
(18)- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
- A combined direction stochastic approximation algorithm
- Stochastic approximation algorithms for constrained optimization via simulation
- Solving a class of simulation-based optimization problems using ``optimality in probability
- Simulation-based optimization—convergence analysis and statistical inference
- Stochastic approximation over multidimensional discrete sets with applications to inventory systems and admission control of queueing networks
- Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization
- A Stochastic Approximation Algorithm with Varying Bounds
- A multiobjective stochastic simulation optimization algorithm
- Simulation-based minimization
- A new hybrid stochastic approximation algorithm
- Simulation and the finite-difference stochastic approximation method
- A stochastic simulation algorithm for accelerating RRA
- Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations
- Stochastic approximation for multi-period simulation optimization with streaming input data
- A new metamodel-based method for solving semi-expensive simulation optimization problems
- New combinatorial direction stochastic approximation algorithms
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