An asymptotic test of optimality conditions in multiresponse simulation optimization
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-4274963.
Date of creation: 2012
Date of revision:
Publication status: Published in Informs Journal on Computing (2012) v.24, p.53-65
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-14 (All new papers)
- NEP-CMP-2012-03-14 (Computational Economics)
- NEP-ECM-2012-03-14 (Econometrics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kodde, David A & Palm, Franz C, 1986.
"Wald Criteria for Jointly Testing Equality and Inequality Restriction s,"
Econometric Society, vol. 54(5), pages 1243-48, September.
- Kodde, David A. & Palm, Franz C., 1986. "Wald criteria for jointly testing equality and inequality restrictions," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5750, Maastricht University.
- Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
- Kleijnen, J.P.C. & Wan, J., 2006. "Optimization of Simulated Inventory Systems: OptQuest and Alternatives," Discussion Paper 2006-75, Tilburg University, Center for Economic Research.
- Bettonvil, B.W.M. & Castillo, E. del & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper 2007-45, Tilburg University, Center for Economic Research.
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