Sciweavers

WSC
2008

The mathematics of continuous-variable simulation optimization

14 years 8 days ago
The mathematics of continuous-variable simulation optimization
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variables are continuous. We discuss verifiable conditions under which the objective function is continuous or differentiable, and outline some key properties of two classes of methods for solving such problems, namely sample-average approximation and stochastic approximation.
Sujin Kim, Shane G. Henderson
Added 02 Oct 2010
Updated 02 Oct 2010
Type Conference
Year 2008
Where WSC
Authors Sujin Kim, Shane G. Henderson
Comments (0)