Sample-Path Optimization in Simulation
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- Rubinstein, Reuven Y. & Shapiro, Alexander, 1990. "Optimization of static simulation models by the score function method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(4), pages 373-392.
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- Juan, Angel A. & Faulin, Javier & Grasman, Scott E. & Rabe, Markus & Figueira, Gonçalo, 2015. "A review of simheuristics: Extending metaheuristics to deal with stochastic combinatorial optimization problems," Operations Research Perspectives, Elsevier, vol. 2(C), pages 62-72.
- Rosen, Scott L. & Harmonosky, Catherine M. & Traband, Mark T., 2007. "A simulation optimization method that considers uncertainty and multiple performance measures," European Journal of Operational Research, Elsevier, vol. 181(1), pages 315-330, August.
- Emelogu, Adindu & Chowdhury, Sudipta & Marufuzzaman, Mohammad & Bian, Linkan & Eksioglu, Burak, 2016. "An enhanced sample average approximation method for stochastic optimization," International Journal of Production Economics, Elsevier, vol. 182(C), pages 230-252.
- Y.M. Ermoliev & V.I. Norkin, 1997. "Stochastic Generalized Gradient Method with Application to Insurance Risk Management," Working Papers ir97021, International Institute for Applied Systems Analysis.
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