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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
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Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
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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
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Methods for system selection based on sequential mean-variance analysis
Batur, Demet; Wang, Lina; Choobineh, F. Fred - In: INFORMS journal on computing : JOC 30 (2018) 4, pp. 724-738
Persistent link: https://www.econbiz.de/10011966559
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Some monotonicity results for stochastic kriging metamodels in sequential settings
Wang, Bing; Hu, Jiaqiao - In: INFORMS journal on computing : JOC 30 (2018) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10011878271
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Transforming renewal processes for simulation of nonstationary arrival processes
Gerhardt, Ira; Nelson, Barry L. - In: INFORMS journal on computing : JOC 21 (2009) 4, pp. 630-640
Persistent link: https://www.econbiz.de/10003909539
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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
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Optimal sampling laws for stochastically constrained simulation optimization on finite sets
Hunter, Susan R.; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 527-542
Persistent link: https://www.econbiz.de/10009784052
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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