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» Response surface methodology for simulating hedging and trad...
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69
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WSC
2008
15 years 17 hour ago
Response surface methodology for simulating hedging and trading strategies
R. Evren Baysal, Barry L. Nelson, Jeremy Staum
WSC
2007
15 years 18 hour ago
Metamodeling for cycle time-throughput-product mix surfaces using progressive model fitting
A simulation-based methodology is proposed to map the mean of steady-state cycle time as a function of throughput and product mix for manufacturing systems. Nonlinear regression m...
Feng Yang, Jingang Liu, Mustafa Tongarlak, Bruce E...
83
Voted
WSC
2007
15 years 18 hour ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan