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Cited by

• 2014Simulation optimization: a review of algorithms and applications156 cited
• 2004Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization126 cited
• 2011A Sequential Sampling Procedure for Stochastic Programming113 cited
• 2018Decision-dependent probabilities in stochastic programs with recourse112 cited
• 2006Chapter 20 An Overview of Simulation Optimization via Random Search104 cited
• 2000A framework for Response Surface Methodology for simulation optimization79 cited
• 2009A multistage stochastic programming model for the New Zealand dairy industry71 cited
• 2011The stochastic root-finding problem63 cited
• 2006Sensitivity in risk analyses with uncertain numbers.60 cited
• 2011Bayesian Sequential Detection With Phase-Distributed Change Time and Nonlinear Penalty—A POMDP Lattice Programming Approach59 cited
• 2001Two-timescale algorithms for simulation optimization of hidden Markov models49 cited
• 2006Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming45 cited
• 2000Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)35 cited
• 2007Tree Approximations of Dynamic Stochastic Programs