Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/72346
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dc.titleMathematics of continuous-variable simulation Optimization
dc.contributor.authorKim, S.
dc.contributor.authorHenderson, S.G.
dc.date.accessioned2014-06-19T04:53:53Z
dc.date.available2014-06-19T04:53:53Z
dc.date.issued2008
dc.identifier.citationKim, S., Henderson, S.G. (2008). Mathematics of continuous-variable simulation Optimization. Proceedings - Winter Simulation Conference : 122-132. ScholarBank@NUS Repository.
dc.identifier.isbn9781424427086
dc.identifier.issn08917736
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/72346
dc.description.abstractContinuous-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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1109/WSC.2008.4736062
dc.sourceScopus
dc.typeConference Paper
dc.contributor.departmentINDUSTRIAL & SYSTEMS ENGINEERING
dc.description.sourcetitleProceedings - Winter Simulation Conference
dc.description.page122-132
dc.description.codenWSCPD
dc.identifier.isiut000274496200013
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