L. Jeff Hong's Research Group
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A brief introduction to optimization via simulation
Hong, L. J. and B. L. Nelson
January 2009
PDF
Project
Type
Conference paper
Publication
Proceedings of the 2009 Winter Simulation Conference, pp.75-85. (invited introductory tutorial talk)
Simulation Optimization
Related
A new likelihood ratio method for training artificial neural networks
Gaussian process based search for continuous optimization via simulation
Large-scale inventory optimization: A recurrent-neural-networks-inspired simulation approach
Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
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