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Retrospective simulation response optimization
2 references·2 citing·18 second hop
Retrospective simulation response optimization (1991)Retrospective simulation response optimiz…The optimal buffer allocation problem (1989)The optimal buffer allocation…Techniques for simulation response optimization (1989)Techniques for simulation res…Stochastic Optimization (2015)Stochastic OptimizationSample-path solution of stochastic variational inequalities, with applications to option pricing (1996)Sample-path solution of stoch…A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)A tutorial on simulation optimization (1992)Response Surface Methodology (1996)A combined procedure for optimization via simulation (2003)Stochastic Optimization Methods (2008)A gradient technique for general buffer storage design in a production line (1979)Large deviations and rare events in the study of stochastic algorithms (1983)Introduction to Queueing Networks (1987)Stationary tail probabilities in exponential server tandems with renewal arrivals (1996)A large deviations perspective on the efficiency of multilevel splitting (1998)Retrospective simulation response optimization (2002)Options: A Monte Carlo approach (1977)The Pricing of Options on Assets with Stochastic Volatilities (1987)Simulation optimization of buffer allocations in production lines with unreliable machines (2000)“Options, Futures, and Other Derivatives” (2016)On the Experimental Attainment of Optimum Conditions (1951)Practical Bayesian Optimization of Machine Learning Algorithms (2012)
this work references cited by second hop

References

  • 1989Techniques for simulation response optimization118 cited
  • 1989The optimal buffer allocation problem37 cited

Cited by

  • 2015Stochastic Optimization38 cited
  • 1996Sample-path solution of stochastic variational inequalities, with applications to option pricing31 cited

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