Neddermeijer, H.G.; Oortmarssen, G.J. van; Piersma, N.; … - Erasmus University Rotterdam, Econometric Institute - 2000
We consider the Nelder and Mead Simplex Method for the optimization of stochastic simulation models. Existing and new … adaptive extensions of the Nelder and Mead simplex method designed to improve the accuracy and consistency of the observed best …
