SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Simulation optimization of (s,S) inventory systems
14 references·0 citing·40 second hop
Simulation optimization of (s,S) inventory systems (1992)Simulation optimization of (s,S) inventor…An overview of derivative estimation (2002)An overview of derivative est…Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times (1993)Optimization of Queues Using …The Asymptotic Efficiency of Simulation Estimators (1992)The Asymptotic Efficiency of …Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework (1992)Extensions and generalization…Retrospective simulation response optimization (1991)Retrospective simulation resp…Gradient Estimation via Perturbation Analysis (1991)Gradient Estimation via Pertu…Optimization in simulation: Current issues and the future outlook (1990)Optimization in simulation: C…How to optimize discrete-event systems from a single sample path by the score function method (1990)How to optimize discrete-even…Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (1990)Convergence of a stochastic a…Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm (1988)Using perturbation analysis f…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…Smoothed (conditional) perturbation analysis of discrete event dynamical systems (1987)Smoothed (conditional) pertur…A Review of Techniques for Simulation Optimization (1986)A Review of Techniques for Si…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…A Guide to Simulation (1983)Perturbation analysis and optimization of queueing networks (1983)Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue (1989)A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)Perturbation realization, potentials, and sensitivity analysis of Markov processes (1997)Regeneration and Networks of Queues (1987)Stopped Random Walks (1988)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Stochastic approximation: invited paper (2003)Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (2003)Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations (1975)Stochastic optimization of regenerative systems using infinitesimal perturbation analysis (1994)Simulation optimization: a survey of simulation optimization techniques and procedures (2000)Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (2005)THE DESIGN OF OPTIMUM MULTIFACTORIAL EXPERIMENTS (1946)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)Empirical comparison of search algorithms for discrete event simulation (2001)A survey of recent advances in discrete input parameter discrete-event simulation optimization (2004)Poisson Arrivals See Time Averages (1982)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Optimization via simulation: A review (1994)The variation of certain speculative prices (1997)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Nested Simulation in Portfolio Risk Measurement (2010)Unbiased Estimation with Square Root Convergence for SDE Models (2015)Likelihood ratio gradient estimation for stochastic systems (1990)On the Convergence Rates of IPA and FDC Derivative Estimators (1994)Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State (1994)Statistical analysis of simulation output (1997)Optimization for Simulation: Theory vs. Practice (2002)Proceedings of the 2002 Winter Simulation Conference (2002)Simulation optimization: a review of algorithms and applications (2015)On using continuous flow lines to model discrete production lines (1994)Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization (1998)Stochastic Gradient Estimation (2014)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Monte Carlo Sampling Methods (2003)
this work references cited by second hop

References

  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 1991Gradient Estimation via Perturbation Analysis707 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 1987Smoothed (conditional) perturbation analysis of discrete event dynamical systems222 cited
  • 1992The Asymptotic Efficiency of Simulation Estimators215 cited
  • 1990Optimization in simulation: Current issues and the future outlook90 cited
  • 1990Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis85 cited
  • 2002An overview of derivative estimation84 cited
  • 1993Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times78 cited
  • 1992Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework61 cited
  • 1991Retrospective simulation response optimization56 cited
  • 1990How to optimize discrete-event systems from a single sample path by the score function method40 cited
  • 1986A Review of Techniques for Simulation Optimization35 cited
  • 1988Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

34 cited

Cited by

No citing works inside the corpus for this window.