Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
Year of publication: |
16 August 2017
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Authors: | Jalali, Hamed ; Van Nieuwenhuyse, Inneke ; Picheny, Victor |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 1 (16.8.), p. 279-301
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Subject: | Simulation | Stochastic Kriging | Heterogeneous noise | Ranking and selection | Optimization via simulation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
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