Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
Year of publication: |
1999
|
---|---|
Authors: | Kleinman, Nathan L. ; Spall, James C. ; Naiman, Daniel Q. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 45.1999, 11, p. 1570-1578
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | Common Random Numbers | Simultaneous Perturbation Stochastic Approximation (SPSA) | Finite Difference Stochastic Approximation (FDSA) | discrete event dynamic systems |
-
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras, (2019)
-
Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
Nelson, Barry L., (1995)
-
Some Guidelines and Guarantees for Common Random Numbers
Glasserman, Paul, (1992)
- More ...
-
Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
Kleinman, Nathan L., (1999)
-
Workers' compensation and Family and Medical Leave Act claim contagion
Gardner, Harold H., (2000)
-
Workers' Compensation and Family and Medical Leave Act Claim Contagion
Gardner, Harold H., (2000)
- More ...