The local time method for targeting and selection
Year of publication: |
September-October 2018
|
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Authors: | Ryzhov, Ilya O. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 5, p. 1406-1422
|
Subject: | optimal learning | simulation calibration | simulation optimization | Brownian local time | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Simulation | Stochastischer Prozess | Stochastic process |
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