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  • Search: subject:"sequential simulation"
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Year of publication
Subject
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Latin hypercube design 2 sequential simulation 2 space-filling 2 Algorithm 1 Algorithmus 1 Design of computer experiments 1 Estimation theory 1 Mathematical programming 1 Mathematische Optimierung 1 Schätztheorie 1 Simulation 1 biased gradient estimators 1 circle packing 1 discrete convex functions 1 discrete optimization via simulation 1 linking parameter 1 linking parameters 1 nested designs 1 non-collapsing 1 sequential simulation-optimization algorithms 1 simulation costs 1 training and test set 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Den Hertog, Dick 2 Husslage, B.G.M. 2 van Dam, Edwin Robert 2 Lavaei, Javad 1 Rennen, G. 1 Zhang, Haixiang 1 Zheng, Zeyu 1
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Institution
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Tilburg University, Center for Economic Research 2
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 2 Operations research 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Gradient-based algorithms for convex discrete optimization via simulation
Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad - In: Operations research 71 (2023) 5, pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
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Nested Maximin Latin Hypercube Designs
van Dam, Edwin Robert; Den Hertog, Dick; Rennen, G.; … - Tilburg University, Center for Economic Research - 2009
In the field of design of computer experiments (DoCE), Latin hypercube designs are frequently used for the approximation and optimization of black-boxes. In certain situations, we need a special type of designs consisting of two separate designs, one being a subset of the other. These nested...
Persistent link: https://www.econbiz.de/10011091701
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Nested Maximin Latin Hypercube Designs in Two Dimensions
van Dam, Edwin Robert; Den Hertog, Dick; Husslage, B.G.M. - Tilburg University, Center for Economic Research - 2005
In black box evaluation and optimization Latin hypercube designs play an important role.When dealing with multiple black box functions the need often arises to construct designs for all black boxes jointly, instead of individually.These so-called nested designs consist of two separate designs,...
Persistent link: https://www.econbiz.de/10011092244
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