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WSC

2008

2008

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.

Related Content

Added |
02 Oct 2010 |

Updated |
02 Oct 2010 |

Type |
Conference |

Year |
2008 |

Where |
WSC |

Authors |
Sujin Kim, Shane G. Henderson |

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