Stochastic approximation for multi-period simulation optimization with streaming input data
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Cites work
- Bayesian optimisation vs. input uncertainty reduction
- Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Handbook of simulation optimization
- Input-output uncertainty comparisons for discrete optimization via simulation
- Integrated Variance Reduction Strategies for Simulation
- Learning the demand function in a repeated Cournot oligopoly game
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- On the resolution of misspecified convex optimization and monotone variational inequality problems
- On the solution of stochastic optimization and variational problems in imperfect information regimes
- Robust ranking and selection with optimal computing budget allocation
- Stochastic Estimation of the Maximum of a Regression Function
- Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations
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