Stochastic optimization using model reference adaptive search

Authors:
Jiaqiao Hu;Michael C. Fu;Steven I. Marcus
Affiliations:
University of Maryland, College Park, MD;University of Maryland, College Park, MD;University of Maryland, College Park, MD
Venue:
WSC '05 Proceedings of the 37th conference on Winter simulation
Year:
2005

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Abstract

We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results.