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Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju; Kao, Ming-Yang - In: European journal of operational research : EJOR 249 (2016) 2, pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
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A differential evolution algorithm with self-adaptive strategy and control parameters based on symmetric Latin hypercube design for unconstrained optimization problems
Zhao, Zhiwei; Yang, Jingming; Hu, Ziyu; Che, Haijun - In: European journal of operational research : EJOR 250 (2016) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10011441356
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Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
Jalali, Hamed; Van Nieuwenhuyse, Inneke; Picheny, Victor - In: European journal of operational research : EJOR 261 (2017) 1, pp. 279-301
Persistent link: https://www.econbiz.de/10011765027
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A simulated annealing algorithm for the capacitated vehicle routing problem with two-dimensional loading constraints
Wei, Lijun; Zhang, Zhenzhen; Zhang, Defu; Leung, … - In: European journal of operational research : EJOR 265 (2018) 3, pp. 843-859
Persistent link: https://www.econbiz.de/10011778491
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Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
Sriver, Todd A.; Chrissis, James W.; Abramson, Mark A. - In: European journal of operational research : EJOR 198 (2009) 3, pp. 878-890
Persistent link: https://www.econbiz.de/10003857925
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A branch and cut algorithm for the location-routing problem with simultaneous pickup and delivery
Karaoglan, Ismail; Altiparmak, Fulya; Kara, Imdat; … - In: European journal of operational research : EJOR 211 (2011) 2, pp. 318-332
Persistent link: https://www.econbiz.de/10008905389
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Space-filling Latin hypercube designs for computer experiments
Husslage, Bart; Rennen, Gijs; Dam, Edwin Robert van; … - 2008 - Rev. version of CentER Discussion Paper 2006,18
Persistent link: https://www.econbiz.de/10003807152
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Space-filling Latin hypercube designs for computer experiments
Husslage, Bart; Rennen, Gijs; Dam, Edwin Robert van; … - 2006
Persistent link: https://www.econbiz.de/10003303517
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A hybrid simulated annealing for solving an extended model of dynamic cellular manufacturing system
Safaei, Nima; Saidi-Mehrabad, Mohammad; Jabal-Ameli, M. S. - In: European journal of operational research : EJOR 185 (2008) 2, pp. 563-592
Persistent link: https://www.econbiz.de/10003768925
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Nested maximin Latin hypercube designs
Rennen, Gijs; Husslage, Bart; Dam, Edwin Robert van; … - 2009
Persistent link: https://www.econbiz.de/10003845613