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An asymptotic test of optimality conditions in multiresponse simulation optimization

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  • Angun, M.E.

    (Tilburg University, School of Economics and Management)

  • Kleijnen, Jack P.C.

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • Angun, M.E. & Kleijnen, Jack P.C., 2012. "An asymptotic test of optimality conditions in multiresponse simulation optimization," Other publications TiSEM a69dfa59-b0e1-45bd-8cd6-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a69dfa59-b0e1-45bd-8cd6-a9529d4d8d96
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    References listed on IDEAS

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    1. 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.
    2. Sridhar Bashyam & Michael C. Fu, 1998. "Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint," Management Science, INFORMS, vol. 44(12-Part-2), pages 243-256, December.
    3. Michael A. Zazanis & Rajan Suri, 1993. "Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems," Operations Research, INFORMS, vol. 41(4), pages 694-703, August.
    4. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, September.
    5. Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-1248, September.
    6. Itir Karaesmen & Garrett van Ryzin, 2004. "Overbooking with Substitutable Inventory Classes," Operations Research, INFORMS, vol. 52(1), pages 83-104, February.
    7. Safizadeh, M. Hossein, 2002. "Minimizing the bias and variance of the gradient estimate in RSM simulation studies," European Journal of Operational Research, Elsevier, vol. 136(1), pages 121-135, January.
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    Cited by:

    1. Charles Audet & Kwassi Joseph Dzahini & Michael Kokkolaras & Sébastien Le Digabel, 2021. "Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates," Computational Optimization and Applications, Springer, vol. 79(1), pages 1-34, May.

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