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
Adaptive stochastic manpower scheduling
Proceedings of the 30th conference on Winter simulation
Rostering by iterating integer programming and simulation
Proceedings of the 30th conference on Winter simulation
Discrete time simulation of an equipment rental business
Proceedings of the 30th conference on Winter simulation
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Simulation optimization: a survey of simulation optimization techniques and procedures
Proceedings of the 32nd conference on Winter simulation
A practical approach to sample-path simulation optimization
Proceedings of the 32nd conference on Winter simulation
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
Mathematics of Operations Research
Variable-sample methods for stochastic optimization
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation optimization: simulation optimization
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Solving stochastic mathematical programs with complementarity constraints using simulation
WSC '04 Proceedings of the 36th conference on Winter simulation
Gradient-based 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
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
Mathematics of Operations Research
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
The mathematics of continuous-variable simulation optimization
Proceedings of the 40th Conference on Winter Simulation
Simulation optimization with mathematical programming representation of discrete event systems
Proceedings of the 40th Conference on Winter Simulation
An alternating variable method with varying replications for simulation response optimization
Computers & Mathematics with Applications
Winter Simulation Conference
Mathematics of Operations Research
Mathematics of Operations Research
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Computational Optimization and Applications
Stochastic Nash equilibrium problems: sample average approximation and applications
Computational Optimization and Applications
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