Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
Hamed Jalali, Inneke Van Nieuwenhuyse, Victor Picheny
| Year of publication: |
16 August 2017
|
|---|---|
| Authors: | Jalali, Hamed ; Van Nieuwenhuyse, Inneke ; Picheny, Victor |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 1 (16.8.), p. 279-301
|
| Subject: | Simulation | Stochastic Kriging | Heterogeneous noise | Ranking and selection | Optimization via simulation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Ranking-Verfahren | Ranking method | Monte-Carlo-Simulation | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.01.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011765027