Please use this identifier to cite or link to this item:
|Title:||Mathematics of continuous-variable simulation Optimization|
|Authors:||Kim, S. |
|Citation:||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|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jan 12, 2019
WEB OF SCIENCETM
checked on Jan 2, 2019
checked on Nov 16, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.