Discrete conditional-expectation-based simulation optimization : methodology and applications
Year of publication: |
2022
|
---|---|
Authors: | Chang, Kuo-Hao ; Cuckler, Robert ; Lee, Song-Lin ; Lee, Loo Hay |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 1 (1.4.), p. 213-228
|
Subject: | Conditional expectation | Optimal computing budget allocation | Particle swarm optimization | Simulation | Simulation optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Operations Research | Operations research | Portfolio-Management | Portfolio selection |
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