Please use this identifier to cite or link to this item: https://doi.org/10.1109/WSC.2008.4736062
Title: Mathematics of continuous-variable simulation Optimization
Authors: Kim, S. 
Henderson, S.G.
Issue Date: 2008
Source: Kim, S., Henderson, S.G. (2008). Mathematics of continuous-variable simulation Optimization. Proceedings - Winter Simulation Conference : 122-132. ScholarBank@NUS Repository. https://doi.org/10.1109/WSC.2008.4736062
Abstract: Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variables are continuous. We discuss verifiable conditions under which the objective function is continuous or differentiable, and outline some key properties of two classes of methods for solving such problems, namely sample-average approximation and stochastic approximation. © 2008 IEEE.
Source Title: Proceedings - Winter Simulation Conference
URI: http://scholarbank.nus.edu.sg/handle/10635/72346
ISBN: 9781424427086
ISSN: 08917736
DOI: 10.1109/WSC.2008.4736062
Appears in Collections:Staff Publications

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