Gradient-based simulation optimization algorithms via multi-resolution system approximations
Year of publication: |
2023
|
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Authors: | Xu, Jingxu ; Zheng, Zeyu |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 3, p. 633-651
|
Subject: | approximating systems | convergence rates | gradient-based simulation-optimization algorithms | multilevel algorithms | Theorie | Theory | Algorithmus | Algorithm | Simulation | Mathematische Optimierung | Mathematical programming |
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