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Discrete Events Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Methods
Rubinstein, R.Y.; Shapiro, A. - In: European journal of operational research : EJOR 76 (1994) 1, pp. 239
Persistent link: https://www.econbiz.de/10006685729
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Discrete event systems: Sensitivity analysis and stochastic optimization by the score function method
Rubinstein, R.Y.; Shapiro, A. - In: Journal of the Operational Research Society : OR 45 (1994) 8, pp. 960
Persistent link: https://www.econbiz.de/10006073036
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A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
Boer, P.T.de; Kroese, D.P.; Rubinstein, R.Y. - In: Management science : journal of the Institute for … 50 (2004) 7, pp. 883-895
Persistent link: https://www.econbiz.de/10006080413
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Optimization of computer simulation models with rare events
Rubinstein, R.Y. - In: European journal of operational research : EJOR 99 (1997) 1, pp. 89-112
Persistent link: https://www.econbiz.de/10006674156
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Optimization and sensitivity analysis of computer simulation models by the score function method
Kleijnen, J.P.C.; Rubinstein, R.Y. - In: European journal of operational research : EJOR 88 (1996) 3, pp. 413-427
Persistent link: https://www.econbiz.de/10006676818
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Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment
Alon, G.; Kroese, D.P.; Raviv, T.; Rubinstein, R.Y. - 2005
Persistent link: https://www.econbiz.de/10008214458
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Response surface methodology#8217s steepest ascent and step size revisited: Correction
Kleijnen, Jack P.C.; den Hertog, Dick; Angün, Ebru - In: European journal of operational research : EJOR 170 (2006) 2, pp. 664-666
Persistent link: https://www.econbiz.de/10006641041
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Validation of regression metamodels in simulation: Bootstrap approach
Kleijnen, Jack P.C.; Deflandre, David - In: European journal of operational research : EJOR 170 (2006) 1, pp. 120-131
Persistent link: https://www.econbiz.de/10006641080
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An overview of the design and analysis of simulation experiments for sensitivity analysis
Kleijnen, Jack P.C. - In: European journal of operational research : EJOR 164 (2005) 2, pp. 287-300
Persistent link: https://www.econbiz.de/10006641925
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Response surface methodology's steepest ascent and step size revisited
Kleijnen, Jack P.C.; den Hertog, Dick; Angün, Ebru - In: European journal of operational research : EJOR 159 (2004) 1, pp. 121-131
Persistent link: https://www.econbiz.de/10006646861