Sample-path optimization of convex stochastic performance functions

Simulation based optimization

WSC '96 Proceedings of the 28th conference on Winter simulation

Sample-path solution of stochastic variational inequalities, with applications to option pricing

WSC '96 Proceedings of the 28th conference on Winter simulation

A review of simulation optimization techniques

Proceedings of the 30th conference on Winter simulation

Solving stochastic optimization problems with stochastic constraints: an application in network design

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

A practical approach to sample-path simulation optimization

Proceedings of the 32nd conference on Winter simulation

Monte Carlo simulation approach to stochastic programming

Proceedings of the 33nd conference on Winter simulation

Variational Bounds and Sensitivity Analysis of TrafficProcesses in Continuous Flow Models

Discrete Event Dynamic Systems

Evaluation and Optimization of Two-Stage Continuous Transfer Lines Subject to Time-Dependent Failures*

Discrete Event Dynamic Systems

Derivative Estimation for Buffer Capacity of Continuous Transfer Lines Subject to Operation-Dependent Failures

Discrete Event Dynamic Systems

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

Computational Optimization and Applications

Retrospective approximation algorithms for the multidimensional stochastic root-finding problem

WSC '04 Proceedings of the 36th conference on Winter simulation

Solving stochastic mathematical programs with complementarity constraints using simulation

WSC '04 Proceedings of the 36th conference on Winter simulation

A distributed computing architecture for simulation and optimization

WSC '05 Proceedings of the 37th conference on Winter simulation

Gradient-based simulation optimization

Proceedings of the 38th conference on Winter simulation

On choosing parameters in retrospective-approximation algorithms for simulation-optimization

Proceedings of the 38th conference on Winter simulation

Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization

Discrete Event Dynamic Systems

Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation

Mathematics of Operations Research

Efficient sample sizes in stochastic nonlinear programming

Journal of Computational and Applied Mathematics

Enhancements of two-stage stochastic decomposition

Computers and Operations Research

Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem

ACM Transactions on Modeling and Computer Simulation (TOMACS)

An alternating variable method with varying replications for simulation response optimization

Computers & Mathematics with Applications

Hybrid Approach to Design Optimisation: Preserve Accuracy, Reduce Dimensionality

International Journal of Applied Mathematics and Computer Science

On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

Operations Research

The stochastic root-finding problem: Overview, solutions, and open questions

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Sample average approximation approach to multi-location transshipment problem with capacitated production

Winter Simulation Conference

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Mathematics of Operations Research

Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation

Computational Optimization and Applications