A direct search method for unconstrained quantile-based simulation optimization
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DOI: 10.1016/j.ejor.2015.05.010
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References listed on IDEAS
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Cited by:
- Chang, Kuo-Hao & Cuckler, Robert & Lee, Song-Lin & Lee, Loo Hay, 2022. "Discrete conditional-expectation-based simulation optimization: Methodology and applications," European Journal of Operational Research, Elsevier, vol. 298(1), pages 213-228.
- Chang, Kuo-Hao & Kuo, Po-Yi, 2018. "An efficient simulation optimization method for the generalized redundancy allocation problem," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1094-1101.
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Keywords
Simulation; Quantile; Direct search method; Nelder–Mead simplex method;All these keywords.
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