A multilevel simulation optimization approach for quantile functions
Songhao Wang, Szu Hui Ng, William Benjamin Haskell
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Songhao ; Ng, Szu-hui ; Haskell, William Benjamin |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 1, p. 569-585
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| Subject: | cokriging model | quantile optimization | simulation optimization | Simulation | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.1049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013361311