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WSC
2007
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Modeling And Simulation
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WSC 2007
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Implications of heavy tails on simulation-based ordinal optimization
15 years 5 months ago
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www.columbia.edu
We consider the problem of selecting the best system using simulation-based ordinal optimization. This problem has been studied mostly in the context of light-tailed distributions...
Mark Broadie, Minsup Han, Assaf Zeevi
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