A stochastic-kriging-based multiobjective simulation optimization algorithm
Year of publication: |
[2018]
|
---|---|
Authors: | Rojas Gonzalez, Sebastian ; Van Nieuwenhuyse, Inneke |
Publisher: |
Leuven, België : KU Leuven, Faculteit Economie en Bedrijfswetenschappen |
Subject: | Stochastic kriging | multiobjective simulation optimization | expected improvement | multi-criteria decision making | Simulation | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection |
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