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|Title:||Mathematics of continuous-variable simulation Optimization||Authors:||Kim, S.
|Issue Date:||2008||Citation:||Kim, S., Henderson, S.G. (2008). Mathematics of continuous-variable simulation Optimization. Proceedings - Winter Simulation Conference : 122-132. ScholarBank@NUS Repository.||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|
|Appears in Collections:||Staff Publications|
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