Narrow search
Showing 1 - 5 of 5
Cover Image
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Cover Image
Efficient simulation budget allocation for selecting an optimal subset
Chen, Chun-hung; He, Donghai; Fu, Michael; Lee, Loo Hay - In: INFORMS journal on computing : JOC 20 (2008) 4, pp. 579-595
Persistent link: https://www.econbiz.de/10003772390
Cover Image
Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening
Wan, Hong; Ankenman, Bruce E.; Nelson, Barry L. - In: INFORMS journal on computing : JOC 22 (2010) 3, pp. 482-492
Persistent link: https://www.econbiz.de/10008651606
Cover Image
Stochastic trust-region response-surface method (STRONG) : a new response-surface framework for simulation optimization
Chang, Kuo-hao; Hong, L. Jeff; Wan, Hong - In: INFORMS journal on computing : JOC 25 (2013) 2, pp. 230-243
Persistent link: https://www.econbiz.de/10009753758
Cover Image
Regression models augmented with direct stochastic gradient estimators
Fu, Michael; Qu, Huashuai - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 484-499
Persistent link: https://www.econbiz.de/10010399808