Convergence analysis of stochastic kriging-assisted simulation with random covariates
Cheng Li, Siyang Gao, Jianzhong Du
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Cheng ; Gao, Siyang ; Du, Jianzhong |
| 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. 35.2023, 2, p. 386-402
|
| Subject: | convergence rate | ranking and selection | simulation with covariates | stochastic kriging | Simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Wirtschaftliche Konvergenz | Economic convergence | Monte-Carlo-Simulation | Monte Carlo simulation | Korrelation | Correlation | Ranking-Verfahren | Ranking method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.1263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327642