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WSC
2008
15 years 6 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser
WSC
2008
15 years 6 months ago
Monotonicity and stratification
In utilizing the technique of stratification, the user needs to first partition/stratify the sample space; the next task is to determine how to allocate samples to strata. How to ...
Gang Zhao, Pirooz Vakili
WSC
2008
15 years 6 months ago
A distribution-free tabular CUSUM chart for correlated data with automated variance estimation
We formulate and evaluate distribution-free statistical process control (SPC) charts for monitoring an autocorrelated process when a training data set is used to estimate the marg...
Joongsup Lee, Christos Alexopoulos, David Goldsman...
WSC
2008
15 years 6 months ago
Approximate dynamic programming: Lessons from the field
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Warren B. Powell
CORR
2010
Springer
182views Education» more  CORR 2010»
15 years 4 months ago
SPOT: An R Package For Automatic and Interactive Tuning of Optimization Algorithms by Sequential Parameter Optimization
The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-...
Thomas Bartz-Beielstein