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An overview of simulation opti...
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1
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
2
Statistical testing of optimality conditions in multiresponse
simulation
-based optimization
Bettonvil, Bert
;
Del Castillo, Enrique
;
Kleijnen, Jack P. C.
- In:
European journal of operational research : EJOR
199
(
2009
)
2
,
pp. 448-458
Persistent link: https://www.econbiz.de/10003867299
Saved in:
3
Continuous optimization via
simulation
using Golden Region search
Kabirian, Alireza
;
Ólafsson, Sigurdur
- In:
European journal of operational research : EJOR
208
(
2011
)
1
,
pp. 19-27
Persistent link: https://www.econbiz.de/10008779624
Saved in:
4
Pattern search ranking and selection algorithms for mixed variable
simulation
-based optimization
Sriver, Todd A.
;
Chrissis, James W.
;
Abramson, Mark A.
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 878-890
Persistent link: https://www.econbiz.de/10003857925
Saved in:
5
Stochastic Nelder-Mead simplex method : a new globally convergent direct search method for
simulation
optimization
Chang, Kuo-hao
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 684-694
Persistent link: https://www.econbiz.de/10009550529
Saved in:
6
A direct search method for unconstrained quantile-based
simulation
optimization
Chang, Kuo-Hao
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 487-495
Persistent link: https://www.econbiz.de/10011338123
Saved in:
7
Statistical testing of optimality conditions in multiresponse
simulation
-based optimization
Bettonvil, Bert
(
contributor
); …
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003656741
Saved in:
8
Statistical testing of optimality conditions in multiresponse
simulation
-based optimization
Bettonvil, Bert
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003081540
Saved in:
9
An ILP and
simulation
model to optimize search and rescue helicopter operations
Karatas, Mumtaz
;
Razi, Nasuh
;
Gunal, Murat M.
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1335-1351
Persistent link: https://www.econbiz.de/10011815892
Saved in:
10
Multi-objective retrospective optimization using stochastic zigzag search
Wang, Honggang
- In:
European journal of operational research : EJOR
263
(
2017
)
3
,
pp. 946-960
Persistent link: https://www.econbiz.de/10011794474
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