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Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization
16 references·0 citing·26 second hop
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (2007)Adaptive Newton-based multivariate smooth…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…Simulation and the Monte Carlo Method (2007)Simulation and the Monte Carl…STOCHASTIC APPROXIMATION (2005)STOCHASTIC APPROXIMATIONTwo-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (2003)Two-timescale simultaneous pe…Adaptive stochastic approximation by the simultaneous perturbation method (2000)Adaptive stochastic approxima…Stochastic Approximation Algorithms and Applications (1998)Stochastic Approximation Algo…Comparative study of stochastic algorithms for system optimization based on gradient approximations (1997)Comparative study of stochast…A one-measurement form of simultaneous perturbation stochastic approximation (1997)A one-measurement form of sim…Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Stochastic Optimization by Si…Discrete event systems : modeling and performance analysis (1993)Discrete event systems : mode…Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…Optimizing Methods in Statistics (1981)Optimizing Methods in Statist…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…STOCHASTIC APPROXIMATION (1971)STOCHASTIC APPROXIMATIONStochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …A Stochastic Approximation Method (1951)A Stochastic Approximation Me…Acceleration of Stochastic Approximation by Averaging (1992)Stochastic approximation: invited paper (2003)Chapter 19 Gradient Estimation (2006)Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (2015)Perturbation realization, potentials, and sensitivity analysis of Markov processes (1997)A simulation‐optimization framework for research and development pipeline management (2001)A Programming Model for Time-Synchronized Distributed Real-Time Systems (2007)Some aspects of the sequential design of experiments (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Simulation optimization: a review of algorithms and applications (2015)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)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)Martingale Methods in Financial Modelling (1997)An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)Optimization via simulation: A review (1994)Proceedings of the 2002 Winter Simulation Conference (2002)Econometric Tools for Analyzing Market Outcomes (2007)Metamodel-based importance sampling for structural reliability analysis (2013)Everything you need to know about agent-based modelling and simulation (2016)
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90 cited
  • 1971STOCHASTIC APPROXIMATION86 cited
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