Gradient-based adaptive stochastic search for simulation optimization over continuous space
Enlu Zhou, Shalabh Bhatnagar
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhou, Enlu ; Bhatnagar, Shalabh |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 1, p. 154-167
|
| Subject: | simulation optimization | model-based optimization | two-timescale stochastic approximation | Simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2017.0771 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848223