Gradient-based simulation optimization under probability constraints
Year of publication: |
2011
|
---|---|
Authors: | Andrieu, Laetitia ; Cohen, Guy ; Vázquez-Abad, Felisa J. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 212.2011, 2 (16.7.), p. 345-351
|
Subject: | Simulation | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming |
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