An asymptotic test of optimality conditions in multiresponse simulation optimization
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- Ebru Angün & Jack Kleijnen, 2012. "An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 24(1), pages 53-65, February.
References listed on IDEAS
- 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.
- 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.
- 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.
- 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.
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